On a manager every file to upgrade has a level of damage. I have not made the upgrade of the newer versions of the high levels of damage. Do that is correct or always i have do the upgrade, even the high levels, such as the kernel and etc?
That depends. The high level ones just like the kernel ones just are an indicator for potential breaking.
In terms of the kernel however it will be installed alongside the older kernel which allows booting the kernels in the boot menu.
As for installing kernels. You can take a look at installed ones in synaptic by searching for linux-image