Go to Admin > Settings > Calendars > Your Calendars and choose the 'Working Year' Calendar.  From this page you will see a list of the years at the bottom (e.g. 2011 - 2014).  To add 2015 you should change the 'Num periods' from 4 to 5 and Submit.  This will add another year to the list at the bottom of the page.  Then you should check to see that the new year includes all the appropriate Bank Holidays.  You can do this by clicking on the Period name for 2015.

This is the only required yearly task but doing it about now for the next year is a good idea.  Obviously you could add a few years by changing it to 7 for instance but if you go to far ahead the Bank Holidays won't be added automatically (so you'll have to do this yourself) and this is a good way to restrict leave being booked too far into the future before you've added rules for that year or mandatory leave etc.