In 4.0, when a new version is released, you'll see a message like this pop up in the Admin CP:
Clicking the "Download" button will allow you download, right from the Admin CP, a zip file with the new version. This zip file will contain just the changed the files from the version you're using (in technical terms, this is called a delta update) to save time and bandwidth when uploading the new version to your server. The system automatically knows what apps you have installed (so you don't have to download a separate zip for each application) and even knows if you've renamed your AdminCP directory and accommodates for that.
Here's a video of the process in action:
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