Upgrade: download and run the installer. You may have to enter your licensing information again (something has changed in 6.2). The version jump from 6.1.1 to 6.6 will probably also require you to update the Transports in SAP. See further for a document that can supply information about these "issues".
Impact on other applications: yes it may impact your next data stage as the data output by the SAP connector may undergo format and type changes. The newer SAP Connectors (>=6.1 I think but better check this to be sure) now do a lot of value interpretation and formatting themselves. The main changes can be switched off by setting three to four parameters. Hakan Ronningberg keeps a nice overview of all SAP Connector modifications and new features for all releases since 5.6 in a PDF file that can be downloaded together with the installer. The current one is called "Qlik Connector for SAP Release Notes - Summary 5.6-6.6.pdf".
If you are able to perform tests (i.e. upgrade a DEV or QA SAP System first and check the output) please do so to make sure that your upgrade will be able to handle all implied changes.
When you add the ZFBDT field you are probably returned more than one date of archiving for a record. You can try extracting the table containing the ZFBDT field separately and then doing the JOIN in qlik