I use Chocolatey all the time to quickly install software on Windows machines. At some point Chocolatey itself also gets an upgrade, which just happened recently and then I can never remember how to get Chocolatey itself upgraded.
It’s in the documentation somewhere I’m sure, but since Chocolatey is about easily installing and upgrading Windows software, it was bound to work “recursively”.
So here’s how you do that from a Windows shell prompt, for (my) future reference:
c:\> chocolatey upgrade chocolatey