Hi Schultet,
Its good to upgrade to latest version but before that make sure that there are no Bugs in the latest version and and all the respective apps are supporting them. Forwarders are always compatible with later version indexers, so you do not need to upgrade them just because you've upgraded the indexers they're sending data to.
Its not necessary to update the apps too. if upgraded,check if the respective logs and fields are getting extracted as required.
In windows the best part is "double click" on the installer and it will get installed :).
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