The installers we offer are not update-specific. They can be installed stand-alone to a new folder, just specify it in the installation dialog. Alternatively you can copy the Terragen install you already have (4.0.4, presumably) to a new folder and then install 4.1 over it, and you'll have 4.1 and 4.0 in separate folders for testing. The Linux version does not have an installer at all, as far as I am aware, it's just a .zip archive to extract.
- Oshyan