There are a number of software components in the Juju universe that can be upgraded. Please visit the page dedicated to the task you’re interested in.
Upgrading a machine series
This affects the series (release) of the underlying operating system of a Juju machine, including a controller.
This affects the version of Juju running on a Juju machine in the form of machine agents and unit agents.
This affects the version of an already deployed charm.
Upgrading the client
This affects the version of the Juju client.
There is no inherent reason to upgrade components at the same time or to upgrade components in a specific order. What often dictates an upgrade is a desired feature in a new version of one component. This may, either before or after, necessitate the upgrade of another component.