Gingerbread is a mythical creature that gets talked about a lot but does not actually exist, like Santa Claus. Apologies to any reader who still believes in Santa Claus, or Gingerbread.
Software updates, if AT&T should ever have one for you, will probably arrive OTA (Over The Air) without your having to do anything. If you want to assert yourself, you can select the menu button (lower left) from your phone's home page, then select Settings from the menu that pops up. On the Settings page select Software Update (at the bottom) and then Check for updates.
This is not the place for documenting the difference between Froyo and the imaginary Gingerbread system. A lot has been written about this, a little searching will bring you to it.