I seem to recall that these questions have been answered: installing Linux apps varies for each distro; read the distro's documentation for further details. No one is going to reproduce that documentation here. You need to read it, period.
Updating the kernel is usually as simple as running something like
apt-get update; apt-get upgrade
or
yum upgrade
depending on which package system your distro uses. Unless you really REALLY know what you're doing (which you don't), don't attempt to install, recompile or configure your own version of the kernel. That is not a simple thing to do. It's hard core...