Upgrading to 2.3.3

When I first installed WordPress it was in version 2.3.2 and I’ve been working on a site for a while now. I downloaded the zip file for the 2.3.3 update but I’m unsure of how to update it. I don’t want to replace any files as I’ve obviously got content there. So how do I go about updating?

If it’s any help, the site is currently only locally hosted.