It is really simple. DokuWiki is a pleasure regarding updates and backup (this is one of the main pros for using it!)
To update:
* Download the newest release, unpack it
* Overwrite the existing DokuWiki directory on your webserver with the unpacked newest realease via FTP.
* Delete unneeded files:
http://www.dokuwiki.org/install:upgrade#files_to_remove. Example if you updated from 2010-11-07 to Rincewind rc2011-04-21 you should delte "conf/words.aspell.dist" and "lib/styles/style.css"
* All your data is kept. However, make a backup (=download the whole DokuWiki dir from your Webserver) before making the upgrade to be on the safe side.
Hope that helps.