Some say to do it at least weekly. You need to register your copy of the Antivirus program. When you get one of their bulletins, you ought to update your definitions then. An upgrade is done to the actual program and is separate from the definitions. How to update the virus definitions is explained in the manual that came with your virus program, or if you downloaded the program, you usually download a manual too.
Information is also available in Help.
After you install the program, you will see a new icon on the taskbar tray by the clock. If you double click on it, it will open your Antivirus program. Become familiar with what is available. Below are links to information on how to update definitions for the more common Antivirus programs. Selecting this option allows you to update either your DAT files or both the program and the DAT files, depending on the option you choose.