when you first start steam you can click top left conner and find under one of the bars client update and it will check it for you if your client is up to date or not.
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Install steam (steampowered.com) and you can buy it on there. $10 and you get automatic updates through steam and servers.
Steam is your best bet, it provides regular updates too.
it depends if it is a game that is on steam (legit) it will go in there automatically if it is another game (for example, minecraft) then in the library, find add a game and pick "add a non steam game". if its not in the list then click browse and find it yourself.
Check out the humble bundle. You can find very cheap bundles of steam/origin games and the money goes to charity!
Minecon 2013's location is decided yet, but you can find updates about Minecon and Minecraft on Mojang's Website.