First off, and very importantly, make sure that you're getting the right file. You should only ever download a firmware update from the actual Canon support site. I would send you the link, but I don't know what country you're in; but the URL should start with something like "https://www.canon.co.uk", or "https://www.usa.canon.com", or something like that. There are infinitely many unscrupulous web sites that will try to trick you into downloading malware by disguising it as whatever you're looking for.
Having done that, the file you download (for Windows, Mac is different) should be a ZIP file, called "eosr5-v160-win.zip", size 58,227,201 bytes. The idea is that you then unpack that file somewhere temporary. It should contain several files: a folder called "update-procedure-pdf", containing instructions in multiple languages; and the actual firmware file, called "EOSR5160.FIR", size 53,151,472 bytes.
Note that the Windows file browser will often hide file suffixes. You can change that in its settings (and in my opinion you should).
A really old, bad web browser, when downloading a ZIP file, might unzip it for you. This would be weird, though, because where did it put the PDF files? In any case you should be using a modern, up-to-date web browser for a whole host of security reasons.
If the file you downloaded came from a dubious site, or doesn't look like what I described, you should delete it at once and start again with a proper Canon support web site.
Once you get the right file, and have unpacked it, follow the instructions that came in the update. (But, basically, you copy the .FIR file to your memory card.)
