Drush
To use drush you have to be somewhere in the site directory as the siteuser (ie not root!)
Download a module
drush dl modulename
Enable a module (and download and enable all dependencies!) after download
drush en modulename
Update a specific module
drush pm-update modulename
or
drush up modulename
Update everything at once
drush up
Update just the core and not the modules also (handy if you want to do it step by step!)
drush up drupal