Is there a way to update Julia from the command line? I looked through the documentation, but I couldn't find anything.

I would suggest trying asdf if you are on MacOS, Linux, or Windows Subsystem for Linux (it does not have support for Windows proper, since it works in Linux-type shells). It's a generic tool for handling versions and has a Julia plugin. Once asdf is installed, just do
asdf plugin add julia
to add the julia plugin. Then it's very easy to add a new version of Julia. I don't have 1.4.0 installed on this computer (I do have 1.5.1 installed, which I will switch to later), so I will demonstrate by installing that:
$ asdf install julia 1.4.0
Downloading from:
https://julialang-s3.julialang.org/bin/linux/x64/1.4/julia-1.4.0-linux-x86_64.tar.gz
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 94.3M 100 94.3M 0 0 5241k 0 0:00:18 0:00:18 --:--:-- 5932k
Now that it's installed, I can set it to be the default version:
$ asdf global julia 1.4.0
Then I just run julia:
$ julia
_
_ _ _(_)_ | Documentation: https://docs.julialang.org
(_) | (_) (_) |
_ _ _| |_ __ _ | Type "?" for help, "]?" for Pkg help.
| | | | | | |/ _` | |
| | |_| | | | (_| | | Version 1.4.0 (2020-03-21)
_/ |\__'_|_|_|\__'_| | Official https://julialang.org/ release
Now, if I want to change the version back to 1.5.1, it's very easy:
$ asdf global julia 1.5.1
$ julia
_
_ _ _(_)_ | Documentation: https://docs.julialang.org
(_) | (_) (_) |
_ _ _| |_ __ _ | Type "?" for help, "]?" for Pkg help.
| | | | | | |/ _` | |
| | |_| | | | (_| | | Version 1.5.1 (2020-08-25)
_/ |\__'_|_|_|\__'_| | Official https://julialang.org/ release
|__/ |
If you want the latest version, just do asdf install julia latest. And to see all available versions, asdf list all julia. Note that you seem to need to type the patch version number, e.g. asdf install julia 1.5.1, not asdf install julia 1.5.
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