Hi, Grim Dawnians! I’m new here, btw. Just wanna ask on how to update my Grim Dawn?
Welcome to the forums and the game! Are you on Steam, per chance? If so, it should update automatically. If not, right click on the game name in the library, click on “proprieties” and check if the automatic update is set to ‘Always keep this game up to date’
If you’re on GoG…Not sure how to help you with that, I assume it might be the same steps…
If you mean installing the Crucible and AoM, they’re on the GD Steam page.
Welcome to the forum. 
The latest version of the game is v1.0.6.1, you should see this on the bottom righthand side of the character screen if the game is up to date. As Witchblade of Legend said if it’s just the base game then make sure that the automatic update is ticked. He’s given you the details for Steam, if you’re using GOG Galaxy then click on the game in your library then choose More. Go down to Settings then make sure that under Override Features the Automatically Update to Newest Version box is ticked.
If you’re talking about updating with other things like the Crucible and/or Ashes of Malmouth expansion then you’ll need to buy those and install them.