This is the simplest case. For example, upgrading from 4.0.0 to 4.0.1 or from 4.0.1 to 4.0.5 would be considered a minor version upgrade.
When performing a minor version upgrade, we may upgrade any combination of components: server, agents, proxies, Java gateway, and so on. While it's suggested to keep the main components of the same version to reduce confusion, a 4.0.0 server will happily work with a 4.0.1 frontend, 4.0.2 proxies, and 4.0.3 agents. Inside one major version, all components are compatible with each other.
It's also perfectly fine to skip minor versions when upgrading; as mentioned, going from 4.0.1 directly to 4.0.5 is perfectly fine.
While minor versions won't have upgrade notes often, do make sure to check for them. And read those What's new pages.