How to upgrade my iPhone 4 to the iOS 6?

How do I upgrade my iPhone 4 to the iOS 6?

To update within the iPhone, go to Settings>General>Software Update. If this option isn't available (because you don't have the previous update, iOS 5), connect the iPhone to iTunes and it'll tell you about the upgrade after its done loading (if it doesn't, click your iPhone's name on the side panel of iTunes, and click "check for update" on the Summary tab.)

Here is tutorial on how to upgrade current OS to iOS 6.
http://www.gottabemobile.com/2012/09/19/how-to-update-to-ios-6/