Before we get into the actual steps to update our drivers, a word about why we're speaking primarily about Windows here. Because Apple uses their Mac operating system on all their computers, you'll find that you don't need to update drivers beyond the system software update. Windows can be run on many different computers (Dell, Gateway, HP, etc.), which means that hardware has to communicate in a singular way with each computer. Thus, the need to update drivers more specifically and regularly.
But let's say at this point you've decided it might be a good idea to get your drivers updated. How do you do it? Start with the simplest procedure, by simply checking Windows Update. (Do check "optional updates," too.)
Next, check with the company that made your computer to see if they have updated drivers available. On their website, you'll usually find a support page that will let you know about updated drivers that are available. In general, you can install the drivers with an easy download.
Next, you'll want to see if the company that made the component (the video card, for example) has an updated driver available. To do that, you'll want to check your Device Manager on your computer to get the device, manufacturer and name of the component. Go to the manufacturer's website to find a download or drivers support page; look for your device and then download any recommended updates.
Now, there's another option for those who are wary of keeping up with out-of-date drivers. There are disk utility programs that promise to scan your computer and make sure you have the most up-to-date drivers. However, caution should be exercised with these. Remember that you can easily check (at no cost) if you need drivers, not to mention the fact that Windows Update is making sure you have the most secure, necessary drivers at all times anyway. Here's the other thing: these utilities are sending you directly to the manufacturer's site to install the update, so it's really just one more step to check directly.
So be diligent but not overly enthusiastic about updating your drivers.