It is easy!
conda update conda
conda update anaconda
conda update --all
In Windows, if you made a “for all users” installation, it might be necessary to run from an Anaconda prompt with Administrator privileges.
This prevents the error:
ERROR conda.core.link:_execute(502): An error occurred while uninstalling package ‘defaults::conda-4.5.4-py36_0’. PermissionError(13, ‘Access is denied’)