How to update my software on my iPhone 4?

I got my iPhone 4 last year around October. I'd like to update my software to where I can have imessage and other features. I don't know how to update the phone nor do I know if all my phone data (pictures, apps, messages. Etc) will be erased.
How can I update my iPhone 4?
Do I need to use the computer?
And will it delete my data?

Got to setting then scroll down to general and near the top should be software update

If you have 5.1.1, that is the most up to date you can get.

Settings =>
General =>
Software Update

It will check automatically if your software can be updated. If not, it will say "your software is up to date." If so, it will ask you if you want to update it, no computer needed.

No, your data will not be erased.

You can also use iTunes to upgrade. No worries on data, all is saved.

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