It depends on your phone, provider and where you live.
Edit your question with that information.
EDIT:
Plug your phone into your computer using a USB cable
Using Internet Explorer go here http://na.blackberry.com/eng/services/
Click Update Today - Update
OR
You can check to see if it's available to download OTA by doing this:
Options icon - Advanced Options - Wireless Updates - Check for Updates
If there is an update available install it but AT&T is still listing v4.6.1.471 as the latest version available