When you first connect your thermostat to Wi-Fi, the thermostat will check for firmware updates, and update if necessary. Any additional updates are automatically pushed to thermostats connected to Wi-Fi. There is nothing you need to do to enable updates.
However, from time to time you should make sure the Sensi app is up-to-date. You can always check by searching "Sensi" in the Google Play or Apple App Store and see if there's an update available.