In general, mobile phones receive firmware updates regularly throughout their product lifetime. Firmware updates provide important updates and security patches and sometimes improve the stability of mobile phones. In this age, firmware updates also update the version of the operating system the mobile phone runs. With Android phones, firmware updates also provide compatibility with newer apps from the Google Play store. With Windows Phones, they do the same thing.
The applications we list are are mostly official software downloads offered by the manufacturer of the mobile phone. If they aren't, then you should install these downloads at your own risk.
In order to install Firmware updates, you are usually required to connect your phone with a USB cable or proprietary cables which usually ship with your mobile phone.