backup you SQL database first, also your client/server certificate if you want.
download the 4.6.6 installer and run it on the ePO server, the wizard will detect the actual installation and upgrade it automatically.
Would advise you use McAfee support article KB66616 to make the backup rather than just the DB.
DB alone will not guarantee a safe functional restore in the event it is needed.
If you are at the planning phase, please consider waiting fro ePO 4.6.7 which should be availabe before end of January, as it contains many important fixes over version 4.6.6.