Grimrock

I've got a stand alone version, and I realized I have not updated, and I've owned the game for a while I'm unsure how to update.

You can download patches for both Grimrock games at http://www.grimrock.net/patch/ . You can check your version by looking in the bottom left corner of the main menu (in both games).
2.2.4 is the most recent version of Legend of Grimrock 2.
1.3.7 is the most recent version of Legend of Grimrock.

For instance if you have version 2.1.13 of Grimrock 2, you'd download and run grimrock2_2_1_13_to_2_1_17_patch.exe, followed by grimrock2_2_1_17_to_2_1_18_patch.exe, followed by grimrock2_2_1_18_to_2_2_4_patch.exe.

I should have mentioned, I have the patch. The directory can't be found, and I can't sort it out. When I attempt to choose where the installation goes, it doesn't seem to matter what directory I choose.

choose the directory that has grimrock2.exe and grimrock2.dat in it

(I guess I should mention that, if it isn't obvious, this is for the Windows version; if you have the standalone Mac version I think you will have to download the whole game again, I can't find any delta patches).