Connect it to a modem / router. Its got LAN or wireless ?
Depends what you have to do to update it. Some devices, you have to download the update in windows, then run an install file, then it'll extract the files, / you copy them to a USB flash drive. Or it'll extract the files to a USB flash drive
Others like bluray players, TV's you download the update, copy it to a usb flash drive, then plug it into a USB port on the TV or whatever, go to whatever menu where it says firmware update. Then select it. It looks for the update then installs it
Look on the Sony site on how to update the TV's and bluray player