On Linux you rarely download installers from websites. Each distribution (Ubuntu, Debian, Fedora and so on) keeps a repository of tested packages, and a package manager fetches them, installs whatever else they need and keeps them up to date.
Debian and Ubuntu use apt. First refresh the list of what's available, then install:
update and upgrade are easy to mix up. update only refreshes the list of what's available; it changes nothing installed. upgrade actually installs the newer versions. You usually run them together: sudo apt update && sudo apt upgrade.
Fedora, Red Hat and their relatives use dnf: sudo dnf install nginx, sudo dnf upgrade, sudo dnf remove nginx. It refreshes its lists by itself. Arch uses pacman, and Alpine uses apk; the ideas are the same.
Keeping packages up to date is the single most useful thing you can do for a server's security, since most updates fix known holes. Ubuntu's unattended-upgrades can install security fixes automatically. Some updates, like a new kernel, only take effect after a restart.