My question is : do I have to follow the upgrade procedure from 4.0 to
4.1 or can I juste installed the new binaries? We are not ready yet for
the version 5.

As always when upgrading: Make sure you have a backup :)

Then install the new version and move (copy if you have the space) the data-directory. When not upgrading to a different major version, one "should" be fine with just copying data-files.

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