I don't "get" how a program can update itself. How can I make my software update?

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Say I make an .exe file and everything is peachy. Wonderful it works.

Say I worked on a new feature on the software and I want it to be available for people who already have the older version, how can I make the software find my new version, patch it, and then go about it's business.

I can't seem to wrap my head around the issue.

Thank you.

EDIT: I'm sorry for the confusion, but I was meaning a more code-wise answer. Is there something special in my code I should have to allow updating?

For example, if I want to add a new feature, how can I add a "method" to an already packaged .exe? :S That has me in a swivel.

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