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.
While the first batches of the Nikon D4 cameras included a free Sony 16GB XQD card and reader, it was reported later on that the new shipments of the D4 did not include the card or the reader. Early speculation was that only the initial shipments to Nikon Professional Services (NPS) members included the XQD card and the reader.