Yes, you..... Well on Windows, you need to download it. On Windows, if you previously installed Inkscape using exe or msi installer package, and you want to get the same thing for the new version, you'll need to uninstall Inkscape first. If you would like to keep your current version, you can download the 7z package, and with that, you don't need to uninstall the previous version.
I'm told there's a new feature for Windows (I'm not sure about other systems) where you don't need to uninstall. But you still need to download and start the installation. At a certain point during installation (I'm told, I haven't seen it yet) you can choose "update" and it will put the new version safely "on top of" the old one. However, there's a troublesome bug with that. So until it's fixed, I would suggest the traditional uninstall then install.
I'm not sure how it works for Linux and Mac systems. I'm pretty sure they need to uninstall the old version before installing the new one. But not positive.
The current stable version is 0.92.2.