It seems HTC has started rolling out Android 2.3 update for Desire HD in India today. Several of our readers are sending in reports of getting the update on their device, even members on XDA forums are also reporting the update in India.
It is available for download over the air, and Desire HD users will soon get a notification on their device about the availability of the update. You can also go to Settings >> About Phone >> Software Update to manually check for the update.
As the update is big in size (around 99 MB), it would be better to update your device while using a WiFi network else you might incur significant data charges.
You are waiting for the official update changelog from HTC, will update the post as soon as I get it.