I am running 3.0.14 and want to update to the latest version, do I just download the version 3.1.10 follow the upgrade topic or do I need to use the first version of 3.1?
You can go straight from 3.0.14 to 3.1.10, there's no need for intermediary steps.
Just follow the instructions from our upgrading guide and make sure to have a back-up available.