This new update has some new features like sandboxing, light theme,and a separate search and Cortana with other cool best security features. If you wish to download the latest Windows 10, version 1903 then just visit Settings -> Updates and Security =>Windows Update => Check for updates and when you find the Download and install now hit the button.
That's it, Windows will now download and install the latest Windows 10 May 2019 update.
Enjoy.