Nokia Support channel has shared two tutorials for the users who want to update their Symbian^3 Phone software to Symbian Anna. The first video you will see below is the OTA method or Over The Air which is direct update via your smartphone. The second one shows how to update using your Nokia Ovi Suite application on your PC.
How to update Symbian^3 to Symbian Anna using Over the Air Update
How to update Symbian^3 to Symbian Anna using Nokia Ovi Suite?