Go to http://www.cisco.com/en/US/products/sw/netmgtsw/tsd_products_support_category_home.html and search the page for "CiscoWorks LAN Management Solution Bundle". Under each of those application links, you will find links to the release notes. The release notes detail all the new features.
LMS 2.5.1 consists of Common Services 3.0.3 (or 3.0.4), Resource Manager Essentials 4.0.3 (or 4.0.4), Campus Manager 4.0.3 (or 4.0.4 or 4.0.5), Device Fault Manager 2.0.3 (or 2.0.4 or 2.0.5), and Internetwork Performance Monitor 2.6.
LMS 2.6 consists of Common Services 3.0.5, Resource Manager Essentials 4.0.5, Campus Manager 4.0.6 (or 4.0.7), Device Fault Manager 2.0.6 (or 2.0.7), and Internetwork Performance Monitor 2.6.
For example, to find all of the new features in Campus Manager 4.0.6 on Windows:
http://www.cisco.com/en/US/products/sw/cscowork/ps563/prod_release_note09186a008071d035.html