I have a Samsung Galaxy S4 Zoom and my current Android version is Jelly Bean 4.2.2. I kept on trying to update the version but it kept on saying that my phone has installed the newest update. How can I change my Android version to the Lollipop one?
You can't just automatically "change" your version to Lollipop or Kitkat. Either Samsung needs to send an update to your phone, or your carrier (eg. Verizon, Sprint) needs to send the update to your phone. Otherwise you're stuck with 4.2.2.
If you want the latest version of Android, you'll need to install a custom version like Cyanogenmod: http://www.cyanogenmod.org/
You can post additional questions if you need help unlocking/rooting/installing Cyanogenmod.