The process to update the firmware on the D4 is straightforward, but if you are unfamiliar with it, Nikon has a PDF document on their website to assist you. However, it fails to mention a critical piece of information that may affect you. If you have been shooting tethered to a computer, you must turn off the the Network connection. Otherwise, the camera will not recognize the update file on the CF card or the XQD card and you will not be able to finish the install. If you have not enabled a network connection or you have already turned it off, you should not have a problem.
When you go to install the update, you should see the following window with “Update” as an option: