Hex Editor Neo includes the built-in updating mechanism. It can automatically detect new product versions, as well as new language packs and their updates.
By default, the updater is configured to check for updates on each run. It downloads about 500 bytes from the HHD Software's web server and does not send any private information. You can change the frequency of update checks as well as completely disable it.
You can also always manually check for updates using the Help » Check for Updates command.