Yes, it is recommended to always play with the latest version of Clones as we release frequent updates that add extra options, revised levels, and bug fixes. For multiplayer to work, the version must be the same as the server.
If you are running the Steam version, the updates should automatically be applied unless they are turned off. To turn updates on, in your games library, right click on "Clones" and click "Properties". Click the "Updates" tab and make sure Automatic Updates is set to "Always keep this game up to date". Close and restart Steam.
If you are running the non-Steam version (ie. installed using the Windows Installer provided by the online distributor), when the game starts and there is a new version available it should prompt you, and automatically install if you accept the update. If for some reason this doesn't work, then you can download and install the patch listed at the bottom of the
downloads page.
I hope this helps!