Either via OTA (= Over The Air dt. directly via the device itself) or via our site. Your smartphone will alert you to the upcoming or possible installation, but you can choose the time of installation yourself.
Of course you can also find these updates in the well-known forums like Xiaomi.eu, download them and install them yourself. Xiaomi also publishes updates every Friday at the Developer Rom.
One good site for all possible Xiaomi devices and their Firmware is xiaomifirmwareupdater.com