you can find detailed upgrade instructions in the Release Notes for MWG 184.108.40.206 (https://contentsecurity.mcafee.com/fd?file=mwg/mwg7/release-notes/mwg_release_7. 220.127.116.11_RN-RELEASE.pdf).
You can upgrade from UI and CLI, both should work fine. I'd recommend CLI because here you can see log output of the upgrade procedure without any problems. Log output on UI will sometimes be delayed or suspended completely during the Upgrade because some components have to be stopped for the update.
Before you start the update, make sure you get a configuration backup from your appliance.
On CLI run following commands:
# yum upgrade yum yumconf\*
# yum upgrade
This is a major upgrade and will be done in several steps. Unlike normal updates the appliance will reboot twice during this upgrade procedure.
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Release notes can also be found here (doesnt require login): Web Gateway 18.104.22.168 build 15726 Release Notes - https://kc.mcafee.com/corporate/index?page=content&id=PD24654