Altium's way of handling libraries are not completely unified, Updating the schematics and PCBs from libraries are seperated; if you change the schematic component, you have to update on the schematic document, if you change a footprint, you have to update on the PCB editor.

On the Schematic Editor

On your .SchDoc file, go to the drop down menu Tools→Update From Libraries

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A window should appear, you can select which component to update from the schematic libraries, by default, all unique components in your .SchDoc are selected for updating. Click next if you wish to select individual parts for updating, otherwise, you can click Finish to update all schematic components.

On the PCB Editor

On your .PcbDoc file, go to the drop down menu Tools→Update From PCB Libraries

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