Firmware updates are available periodically and may include new settings or new features that were not available in previous versions. If you recently purchased your gimbal be sure to check your gimbal's firmware version before updating as you most likely already have the latest version.
No, in order to properly and reliably update your gimbal's firmware file it must be connected to a Mac or Windows desktop via the included USB update cable.
Most likely you did not install the correct driver for your gimbal model. Be sure to carefully select the correct USB driver on the firmware downloads page for your corresponding gimbal model as some of the models have a different USB protocol.