My Mac is Yosemite version, how do I update?

That sounds like you tried to download an update, rather than the full installer.

Try it from here:

Download OS X El Capitan

But you should be able to upgrade directly to High Sierra:

Get macOS High Sierra.

You can download 10.11 from the link I posted above. But your MacBook Pro is capable of Catalina. (so is the OP's but I thought they wanted 10.11 or 10.12 for some reason.

How to upgrade to macOS Catalina - Apple Support

Get macOS Catalina

You need to check for upgrades from the Mac AppStore. It depends on the year of your MBP. Go to Apple menu > About this Mac and tell us the specs (Do not post your serial number) and we can tell you which upgrade will work.

I am having the same problem. I am currently running OS X v10.10.5 Yosemite on a Macbook Pro 2014 and would like to finally upgrade to the lastest OS. i was thinking Sierra. However, after trying I found out I must first upgrade to EL Capitan. I tried to upgrade to El Capitan v.10.11.6 but got a message that I needed to be running OS X v.10.11. I thought I'd look for OS X v10.11 Yosemite assuming this was the next upgrade for Yosemite but cannot find this. Please help

Back up your data, check your applications for compatibility, and depending on which MacBook Pro model you have, download El Capitan, High Sierra, or Catalina.

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Click on the name of the version you want above. You don't need an intermediate one.

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