It looks like you have 2 updates.
Go here and click the firmware link.
Nikon | Download center | D800E
A and B update come in one package and the lens distortion data comes in another package.
Follow the download screens and read the instructions for each. Its a bit awkward how they do it and if I remember right, its a little different for the two updates. It makes me crazy for the small size of the file, they should just put the files out there for simplicity.
Basically you download, run it to uncompress, find the .bin file that was uncompressed, copy it to a card, place in camera, and then install from your camera's firmware screen. An update choice will appear there if the camera sees the file on the card.
