Help me to update new version software update

Assuming you have a compatible device, see: Update your iPhone, iPad, or iPod touch - Apple Support

And: If your iPhone, iPad, or iPod touch won't update - Apple Support

If the above Apple articles do not help, please post back with relevant information. 

What exact model is your iPhone and what version of iOS is it running now? Which version of iOS do you want to update/upgrade it to?