Do you use the Steam version or the standalone? What's your current version number (it can be found in the lower left corner of the main menu)? The latest version is 0.9.5.7
Both Steam and the standalone are supposed to download all updates automatically. Make sure there is no beta branch selected in Steam (rightclick on RW in Steam -> Properties -> Betas -> select "NONE - Opt out of all beta programs"). If you use the standalone, open the launcher, hit "Options" and make sure "public" is selected as beta branch (and hit "Validate")
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