Most of the Wordpress Plugins are able to be updated from admin panel.
You go to
Admin Panel > Plugins > Installed Plugins > and if you have an outdated(old plugin) that has a new version, you can click Update to download the new plugin.
How to add this to my plugin? Is this made with the:
Plugin URI: http://mysite.com/wp/plugin
If yes, than how to set up that folder? Should i name every new version in zip files in that folder? Or how to tell the version of plugin to wordpress?