Apple released a small app that you can download wirelessly on your iPhone 5 so that you can update your iPhone. Wait, hasn't over-the-air updates been a feature for several releases now? The answer to that question is yes. However, Apple seems to have forgotten to include this feature in the iPhone 5 and that is what this minor update is for. You can download it via Settings > Software Update and clicking on "Read More" or you can just plug into iTunes. Then you can download the new iOS 6.0.1 right after and have your iPhone be completely updated.
If you have any questions, feel free to post in the comments below!