From the Apple () menu, choose About This Mac. The About This Mac window shows your OS X version number. In the example below, OS X El Capitan is installed.

You can get more information by clicking on the tabs across the top of the window.  For example, by clicking on the Memory tab, you'll see how much memory you have.

There are two buttons that will give you information, as well. 

To get detailed information about your hardware, network and software, click the System Report button.

By clicking on the Software Updates button, you can see if you have any updates to run.