While it's true that there are TFTP command line utilities built-in to most operating systems, the client Linksys provides might be easier to use since it provides a graphical interface (i.e. The Linksys TFTP client offers similar functionality to the command line.
Through their utility, you specify the location of the firmware BIN file, the router's administrative password, and its IP address.
Manufacturers release new versions of the software for your router, just as they do for the software on your computer, phone, tablet, game console, and other devices.
Depending on your router, you may have to install these yourself.
Modern routers often offer automatic updates, and you’ll want to leave this option enabled — or enable it if it isn’t already.