You need a relatively recent firmware version (1.8 or later? something like that) if you want to update your Snapmaker2 over wi-fi. If you have an older version, put the file on a thumbdrive, go to the “Files” list on the touchscreen, and select the firmware file (? I think that was it. Haven’t performed an update in several months.)
The Snapmaker2 expects USB sticks to use the FAT32 file system. USB 2.0 thumbdrives are often preformatted as FAT32. USB3 drives often come as exFAT and may need to be reformatted.
You shouldn’t need to turn off the Snapmaker to plug in the thumbdrive, but try it if it won’t perform the update via a selection from the Files list. (In general, it’s difficult to harm anything by plugging a drive in, but you can mess up the drive by pulling it out while the machine is writing to it.)