Nokia Lumia 520 - How do I check if there are new updates available for my Lumia phone?

Update availability may vary depending on your phone model, region, and network service provider or carrier. Software updates are continuously made available based on operator approvals. 

Your phone automatically checks for updates on a weekly basis. If you have a Wi-Fi connection, your phone downloads the update once available. To change the settings, or check for updates, just tap Settings > Phone Update.

For major software update releases, such as Lumia Amber and Lumia Black, you can also check for the availability of software updates in your region here (in English).