Way at the bottom of your screen, there are three little unlabeled boxes. The leftmost one will have a red dot when there's an update. You can also click on it, and it'll tell you whether there's an update. If you aren't getting the red dot there, go into Settings, Options, Setup and the 3rd item down is Lacerte Update Notification; make sure that says Enabled.
The "check for update," when enabled, is done when Lacerte communicates with the Intuit server for something like e-filing. I generally manually check for updates every Thursday in the slow season. This year has been particularly bad for updates, with multiple a week, so if it's been a couple of days and I haven't e-filed a return, I'll sometimes randomly check.
