GIMP has now become a great software both with features and size. It has a great combination with G'MIC and many other extensions.
Is there any way to know the latest GIMP release, available for upgrade, say from 2.8.14 or ~.22 to 2.9.6 from the software itself?
May be from console or script or plug-in.

When I connect my PC/laptop to Internet and open GIMP, it shall suggest me to download new GIMP release.
Not only this, if there is upgrade in any of the scripts or plug-ins or G'MIC installed or any new feature not installed in the current software version will be notified.

Or if there is .scm or .py file already created, please let me know. I would be very pleased to download

You can download all the new scripts and plug-ins from the top of this page.

Are the details you gave still correct

GIMP Version: 2.8.10
Operating System: Windows
OS Version: Windows XP 32 Bit

That will limit you to the latest Gimp, currently Gimp 2.8.22 - download from www.gimp.org

The gimp setup file will update your installation.

Gimp 2.9.6 is only compiled for 64 bit systems, so a new computer is required.

No.
Latest Details are:
GIMP Version: 2.8.14
Operating System: Linux - Ubuntu
OS Version: Ubuntu 15.04 32 Bit
It has this version already installed. I want to upgrade it to 2.8.22 or 2.9.6. I downloaded the tar.bz2 files, extracted but it is producing
configure: error: Your intltool is too old. You need intltool 0.40.1 or later.

So a huge task as I read the Install file in the extracted folder.
If there is another way to upgrade from within the software then please tell
BTW for telling.

You might just be in luck with Ubuntu 15.04 It comes after 'Ubuntu Trusty'

To upgrade your 'stock' Gimp you need to add a PPA to your repositories list.

For Gimp 2.8.22

Installing:
open a terminal and type:
sudo add-apt-repository ppa:otto-kesselgulasch/gimp
sudo apt-get update
sudo apt-get install gimp

It might be possible to replace Gimp 2.8.14 with Gimp 2.9.5 (Ubuntu 15.04 is too old for later versions) there seems to be a 32 bit version.

open a terminal and type:
sudo add-apt-repository ppa:otto-kesselgulasch/gimp-edge
sudo apt-get update
sudo apt-get install gimp

If that fails
To revert to stable open a terminal and type
sudo ppa-purge ppa:otto-kesselgulasch/gimp-edge

Downloaded tar.bz2 archives. Those will be source files to compile. Not for a beginner.

The GimpScripts collection is neither complete nor up-to-date.

For Gimp itself, the real updates aren't that frequent, and there have been a few case where the updates would break things for some users. So if you are a prudent person you wait for the global round of applause before downloading.

On the PC of any active Gimp user, the scripts and plugins come from all over the place and packaged in varoius ways so in the current state having a usable script/plugin update manage is an utopy. There is work in progress to have a "script store", so that you can install and update scripts from within Gimp, but when you provide something like this you have to make sure that 1) it won't be abused to propagate malware and 2) that the contents are of acceptable quality, and this requires near-full-time qualified moderators.

But personally, I think the more useful effort in script management would not be to figure out which scripts are updatable, but which scripts can be jettisoned due to lack of use.