You can check your version from the top right of the menu. Once a day the game will check online for an update and SHOULD notify you of it when you start. You then need to re-use your humble widget download link to grab the installer again.
A better patch system is planned for the future 
If you have lost your emails from humble you can get your order resent from this link:
Its safe to just reinstall over your old version. With any luck save games are unaffected
Thank you for posting how to get the latest version
I saw it comes on steam the 18th of may, how & when do we get the key for steam ? because i see humble doesn’t provide me one @ this moment.
They will do. I have the keys, I just need to talk to humble about how they can be distributed to existing players.
Why 18.5? Why this date in particular? LOT of games getting released or go into EA on steam at that date. Just why?
Is there some conspiracy to game me to death or something?
Ha, no it was totally picked out of the air
Still waiting. Any updates?
hi, the keys are in everyone’s humble account, just log in or use the email re-sender to get it.
How do I get version 1.39?
When going to humble page, I only get the option to download 1.38.
Have re-sent the download link but still only 1.38
I would love to get my hands on the 1.39 download as well. Any chance it is coming this month?
Build is currently at 1.46 on Steam
when the new update come out 1.49