1) Go to "Settings" application
2) Choose "More" at the top of the screen
3) Choose "About Phone" in drop down list
4) Choose "Software Update" in next drop down list
5) New screen will show "Status" and "Status Last Checked on"
6) If it has been several days since the last check date, click on "Check New"
Keep in mind that if you connect the phone via USB cable it will automatically check for updates and/or download updates. From time to time, your cellular carrier will send Android OS updates. My S4 is currently running Android 4.2.2, Kernel version 3.4.0-1392595, datad Sep 25 21:31:25 KST2013. YMMV.
If you must have a newer OS or want to "Mod" or "Hack" your device, I suggest you check XDA_Developers.com.