As soon as you connect your devices to the tado° servers, the latest firmware is automatically downloaded and installed. You do not need to take any action to initiate this update.
As only one device can be updated at a time, it will take a while before all of your devices are updated.
To check which firmware version your device is running on, go to Settings > Devices in your tado° app and choose the respective device from the list.
You may notice that your devices have different firmware versions installed on them. However, this is nothing to be concerned about as each device updates to the latest firmware version available for its specific model.