You can upgrade or not, but it's generally a good idea since the official releases indicate significant bug fixes and new features are ready.
See the upgrading documentation here for all the nitty gritty
http://rtfm.modx.com/display/revolution20/Upgrading+MODx
But to sum up, first log OUT of all manager sessions. Download the new release of 2.2.4, upload that zip file to your server and unpack it to a directory. Open that directory, copy all the files toyour MODX installation, overwrite the current files. (It won't change your assets directory, don't worry). Now you have a setup folder in your installation directory. Open your browser and go to yourSite.com/setup. Follow the installation directions.
But do read the documentation first please, always.