[If you have never onboarded the Nano, follow the steps outlined in the previous link. However, if you have already onboarded the Nano, you can update the firmware within Asset Manager: go to your Nano, then click on MindConnect Plugin and the firmware version will be shown on the upper right corner]
Please check out the corresponding Release Notes here:
Thanks for posting @JorgeFernandez, it is definitely important to highlight that the firmware update must be started manually by yourself. So please follow the steps posted by Jorge, since there won't be an auto or background update.