I have an SWF on a USB pen that I would like to check a web server each time that I open it to see if there is a more recent version of the SWF. If there is I want the SWF to download it.
How does one goes about doing so? What can I use? Im absolutely clueless on this.
A SWF is limited in what it can do. Flash Player can't write to the local file system (excluding Local Shared Objects).
You would need to use AIR to produce an executable which could download a remote SWF and save it to the local disk.
If your target is Windows, you need to look at the autorun.inf file specification. This file needs to be located in the root directory, and you can use it to specify any program you want to run when the device is inserted. Please note that the feature can be disabled by the user.
The part to check if there's a new version and download it, etc... that depends heavily on the language you are using to develop such program.