Most OnePlus users like me have already received notification for the marshmallow update. Click download to start downloading the update,
Once downloaded the phone will prompt user for installation. It is very important that your phone has ample amount of charge left before you start installation. We would recommend already 75% charge.
Click install and the device will automatically boot up with Marshmallow OS.
You can verify the same by going to settings > about phone >Android version and doubt tap the same to see the Marshmallow screen.