If you're downloading it onto a PC, the same one you used for the prior version, you don't need to do anything*. The save files are stored in a separate location on your harddrive, so the new version will look to that location for your saves when you run it.
Not sure how the other versions handle it, though.
*If your save games are from version 0.29 or earlier, they are not compatible with the new build of the game and you must restart.