I'm hoping that mine will come with this firmware since the update is 8 to 9 months old. This should be the latest, unless Nikon has it messed up.
If you need to update, then you do download the file to your computer. Find the .bin (binary) file after you have downloaded the update.
You need to format your card in the camera and copy the bin file to the root. I see you have to be sure you use the card slot that you have selected as the primary slot. After you update through the menus, it is important to reformat the card in the camera.
Scott Chapin Powder Springs, GA, USA Nikonians Team Member