Hello vasilkadifeli.
Unless you really need the extra features in 1.5.2 I would recommend that you stick with the latest stable 1.4.6. (You can install 1.4.6 over your existing 1.4.5 without any worry, see below.) The 1.5.x versions are still in development and may have weird bugs in them. Having said that, many people are using 1.5.2 without major problems. It's all a question of your personal risk aversion strategy. Think of the 1.5.x versions as versions for testing before the next "real" version, which will be 1.6.
1.5.x versions (and 1.6 when it comes) will all open 1.4.x SLAs and will automatically save them under the new format but once an SLA has been saved by 1.5.x (or 1.6) you will not be able to open it in 1.4.x anymore.
You can have multiple versions of the same application installed on your machine. On Windows you can usually install one in the "Program Files" folder and another in the "Program Files (x86)" folder. I don't think Windows cares which is which anymore. If you have two versions installed you can use 1.4.6 until you can't go any further and want to use 1.5.x and continue on a copy of the file so you have the original to go back to if you encounter any problems.
The general procedure for upgrading depends on which OS you're using but for Windows you can just go through the normal installation procedure to upgrade. Just download the setup EXE and double-click it to install a new version straight over the old one.
I hope this has given you enough information to tell you what you wanted to know.