I generally use sublime text for python programming and I have some questions:
(A). How to check which version of Sublime Text editor I am using. (I think it is sublime text 3 because when I click Help>Documentation then it opens sublime text 3 documentation but I am not sure)
(B). Whenever I open text editor it shows a window with a message to download the latest version. When I download sublime_text_3_build_3103_x64.tar.bz2 I get lots of py files inside the package so I want to know how to update this text editor.
Currently I am using Ubuntu 15.04.
Thanks.
To check version, go to Help --> About Sublime Text.
Sublime 3: To download latest version, go to their official site. You can donwload .deb files from there which is very easy to install. Check this. In your case it will be (assuming you downloaded the .deb file):
sudo dpkg -i sublime-text_build-3103_i386.deb
Sublime 2: Download the latest version from here.
For instructions on how to install check this link on askubuntu.
I personally don't prefer anything updating automatically, so to upgrade to latest version, I always visit the official site and grab the latest installer/package. Likewise for sublime, on prompt by sublime to download latest version I click cancel and go to official site and download for myself.
P.S.: your question seems off-topic on this site. You should have asked on askubuntu instead.
Edit: You can download .deb from https://www.sublimetext.com/3dev