After having done more research on it, it appears this command can be shortened as this:

UPDATE Client SET [Geography]=geography::Point(Latitude,Longitude,4326)

So, I wonder why I see so many examples on the net with the long version, which is people using a temporary field in the table to hold up the character syntax of the location such as POINT(-114.07136 51.00093) and using that later in the update command to update the Geography type field. Basically, as the Geography field can be initialized as is directrly from the Latitude and Longitude fields, is there any reason to hold somewhere in the table a field for the POINT(-114.07136 51.00093) syntax?