You will not lose the data after the upgrade to the iOS 9. The update procedure is configured to keep the data, no matter what. However, you can create a backup by connecting the device to PC and use iTunes. Manually connect each device, then from iTunes, go to File > Devices > Back up. This procedure will create a backup to restore later, in case something goes wrong.
Secondly, to update the iOS, the devices can use the wireless way or the iTunes way:
Wireless Wifi: Connect the devices to WiFi and then go to Settings > General > Software Update. Make sure you have enough battery (85%+) and then download and update the device.
Connect to iTunes and click the Check for Update button on the main interface. Download and apply the update.
Back up info page: https://support.apple.com/en-us/HT203977
Update info page: https://support.apple.com/en-us/HT204204