First, you need to right-click in the bottom-left corner of your screen and select Device Manager. Then find the COM and LPT tab.
For example, the picture below means my HeaWea is using COM1. Then come back to the firmware, and choose COM1 to update it.
If there is no COM used in your device manager, please kindly check if you have installed the drivers necessary for your windows system.
Get more information on how to update your firmware in this video.