Most Blu-ray players allow for you to update them by downloading the update on a computer and burning it to a disc. The disc can then be inserted in the Blu-ray player and allow it to update. Some Blu-ray players have Ethernet ports on them that will allow for automatic updating via an internet connection. Others have usb ports that will allow for you to download the update and place it on a usb flash drive.
regardless of how you get the update to the Blu-ray player, the update should be available for download from the manufactures website.

Go to the manufacturers website and find the “downloads” or “firmware update” section, and it will tell you how to download and install the latest firmware updates.
If the bluray player is connected to the internet, you’ll see a menu option in the bluray player setup screens that will allow the player to update itself via the internet.
Keep in mind that if something happens while the firmware is being updated (like a power outage), it could kill the bluray player, so unless you’re having a specific problem that you need a firmware update to resolve, you might want to hold off on doing the update. I don’t mean that to be scary - I’ve never had a problem doing one of these kinds of updates, but it does happen.