To find the Power BI Desktop version you are running, click on the Help tab and select About. Here you will find the Version:
To find out if you are on the latest version of Power BI Desktop, go to: https://docs.microsoft.com/en-us/power-bi/desktop-latest-update
Below is the highlighted version, which shows my installation is due for an update.
To update, download the latest version at: https://powerbi.microsoft.com/en-us/desktop/
