As roni09riku said, Just connect to any WiFi network. Go to Settings > Phone Update > Check for updates. Depending on your connection it can take time. I guess (not sure though) without Cyan, WP8.1 is alone around 400 MBs.
But you will get the firmware too (Lumia Cyan) so it might be a little bigger.
Me on the other hand is on DP (without Cyan) so I don't know the download size of it.