Updating the Firmware is one choice, Updating the Master Database (HPDB) is another separate choice.
Firmware updates are infrequent. You would check this the first time you connect your scanner to your computer/sentinel. Then every month or two is probably enough.
Master Database updates happen, usually, once a week over the weekend. ("Usually" because sometimes there are system hiccups and a week is missed every now and then). Updating the Master Database will update the database used by Sentinel. That's the "Database" section of the left pane. It is stored in your computer. (Uniden will do a "data grab" from the Radio Reference Database once a week.)
The updated Master Database will get written to your scanner when you do a write to your scanner. Sometimes folks forget to do that and wonder why a new frequency/talkgroup "isn't there" and it should be.
You would want to update the Master Database the first time you use Sentinel as it may not have the most recent version with it.
Also you may want to be sure you are using the correct target model for your scanner. Tools>Target Model> then choose BCDx36HP since you got a BCD436.