The jMonkeyPlatform software includes an automatic web update feature. To run an update, simply go to Help→Check for Updates and you will get the most current stable update of the SDK and the engine. By default the IDE will check every week for new update and inform you about them with a symbol in the lower right.
You can test the nightly version with all the latest untested features to give feedback to the developers. Be warned however, the changes in the nightly versions might break your current game project if heavy changes have been committed.
To make sure that you do not break your current development environment it is recommended to use a separate application and settings directory for the nightly version.
Then start the new application and have your SDK being updated to the most current nightly version: