With an Ethernet cable, connect your computer to the router,
i.e., do not try to upgrade via "wireless".

Download the updated firmware from the manufacturer's web-site.

Access the "built-in" web-server "inside" the router,
and click to find the web-page that allows you to update the firmware.

Click the "Browse" button on that page to find the file on your computer that you downloaded. Click "Update".