No, you don't need to install previous updates if installing a newer one, and on the camera settings it's possible to check the firmware version by doing the following:
1. Enter Setup Menu
2. Click on Firmware Settings option
This link has the latest firmwares available for Nikon cameras: https://support.nikonusa.com/app/answers/detail/a_id/13783/~/current-firmware-downloads-available-for-nikon-products
If I'm correct, prior to downloading, instructions to applying it are given.
P.S. Always check what has changed on new firmware, as other people have said, sometimes it comes with some pretty bad bugs or reduced functionality(such as not having support for third party batteries).