You can check if your device has the latest compatible Map data simply by connecting your device to a PC running Nokia Suite and selecting View > Go To > Maps.
If you are using Mac, download Map Loader for Mac and then check if there's an available update for Map data (applies only for Maps 3.04 and older, version 3.06 and later not supporting Map Loader for Mac).
With Maps 3.06 and later you can check the availability of map data updates and do the update over Wi-Fi (WLAN) connection by selecting: