On a FreeBSD system (8.1), I am looking for instructions on how to check the running version of OpenSSH and also instructions on the best way to download install an update of OpenSSH
There's a dozen ways to upgrade.
I'm not aware of any issues with the 5.2p1 version that shipped with 8.1-RELEASE. I have seen hoax e-mails flying around for over a year now announcing the imminent release of a zero day hack (note that it's been a year and a half since release, so 'zero' day was a heck of a long time ago).
Why do you want to upgrade OpenSSH? It's part of the core system and is usually upgraded with the system.
If that prints /usr/sbin/sshd, then it's probably installed as a package. In that case, you can check the installed version using:
And I think you update it using:
but read the FreeBSD Guide to the Packages System first, because I haven't done that in a long time and it might have changed.
prints /usr/local/sbin/sshd, then it's probably installed as a port.
Read up on how to upgrade it in the Guide to Using the Ports System. The port name is security/openssh-portable, i.e. /usr/ports/security/openssh-portable.