In the list of Windows services locate Visualware MyConnection Server. Right click and choose Stop. This will stop the service.
Inside the MCS installation folder will be the stop_mcs.sh script. Run this to stop the service, this can take upto 10-15 seconds. Once stopped move to the backup step.
To backup simply copy the current MCS installation directory to a save directory. This ensures that, should the upgrade not go as planned, the original install can be recovered.
For both Windows and Linux you can simply install the latest MCS over the current installation folder.
The service will automatically start once the install completes.