What update is after macOS X El Captain for MacBook Pro 2014?

The Age of this computer will Govern what newer version of macOS it will Qualify to install. Use About this Mac from the Apple Icon on Desktop - the required Information will be there.

With the above information in-hand - follow this How to get old versions of macOS and verify what version this computer Qualifies to install.  For Best results use Safari to commence the download as Others may not work.

Safari will open a redirect and open the Apple Store where the download can commence.

macOS Big Sur 11 hardware requirements This computer Qualifies for Big Sur macOS 11

macOS Catalina 10.15 hardware requirements

macOS Mojave 10.14 hardware requirements

macOS High Sierra 10.13 hardware requirements

macOS Sierra 10.12 hardware requirements

Caution - jumping over all the newer versions and directly to Big Sur  / Monterey on Qualifying computers is Technically possible - there are those who have attempted and were successful. Then there are those who attempted and had less than good results.

If this is a Production or Mission Critical Set-up - a more prudent and measure approach is suggested. 

And will better position for the Drive Conversion from HFS Journaled to APFS which is Required in Mojave macOS 10.14 and above

The above is from observations on the Apple Support Community Forums and IMHO

Tips Big Sir Upgrade Released Nov 2020

Tips Monterey Upgrade  Released Oct 25, 2021

Make Time Machine Backup  is very useful and can be used to Revert to Previous Working macOS

Notation - Mojave is the Last version to support 32 bit applications / extensions and Drivers. Catalina, Big Sur & Monterey supports only 64 bit and there is no workaround.

Suggest using Go64 to find 32 bit application before attempting the upGrade. Some or many of the Application already installed may required update or upGrades to 64 Bit Versions.

Hi,

There are several to choose from. See: How to get old versions of macOS - Apple Support

I recommend either Catalina or Big Sur, as the others no longer receive security updates. Big Sur is as far as you can go, so to me it would make sense to upgrade to Big Sur now instead of Catalina, as you'd eventually want to get to Big Sur anyway if you only went to Catalina now.

Note that some of your apps may not work after you upgrade, so to plan for that, check them out in: https://roaringapps.com/apps and you can scan for 32 bit apps, which will not work in Catalina or Big Sur, using Go64: https://www.stclairsoft.com/Go64/.

Also check out any peripherals you're currently using (printers, scanners, etc.) for compatibility.

And do remember to do a Time Machine backup or clone or both before upgrading.

A 2014 MacBook Pro can support upto macOS Big Sur 11.2.1. You can get an upgrade by going into apple-about this Mac-software update. App Store should open and macOS Big Sur update will appear in available updates. Click it, let it download and then install it by going through the installer process