No, you connect the iPad to the computer, open iTunes, select your iPad's list item in the sidebar, click on the Summary tab in the iTunes' main window then click on the Update button. Before you do that, however, be sure to sync your iPad so that iTunes will make a current backup. Upgrading will completely wipe the iPad. After the new OS is installed you will have an option to restore from a current backup. This will then re-install whatever had been installed prior to upgrading the OS.
The procedure is the same for your iPhone.