Firmware is a program inside the unit.
New features, support for DJ applications and bug fixes etc. will be added to the unit when you update the firmware to the latest version.
Follow the procedure below.
1) Download the update file from the Pioneer DJ support site.
2) Extract the downloaded file (extraction will be performed automatically by some browsers).
3) Connect this unit to your computer using a USB cable.
4) Turn on the power with the power button of this unit.
5) Double-click the file extracted in step 2).
6) Start the update following the instructions on the screen.
The update file and update procedure can be obtained from here.