Tesla releases new firmware updates for its cars at least once a quarter (with major releases taking usually around a year to a year and a half to come out). There are times when bug fix releases seem to come every other week. Knowing whether or not you have the latest requires knowing what your car has (the smartphone app tells you, as does the center screen) and what the latest version is.
A handy way to determine the latter is with the TeslaFi Firmware Tracker. TeslaFi is one of those third party applications mentioned in this question, but you don’t have to be a paid TeslaFi member to see this data. There is a setting in your Tesla under the Software menu for Advanced or Standard updates. Advanced means you get new, generally available releases right away, while Standard puts you in a queue of unknown length before your car will notify you it’s ready. Note that downloading firmware updates requires being connected to WiFi, and the actual update usually takes 20-25 minutes; the car is not driveable while updating.