Manual updates required - How to install the updated version?

From the manual updates required page, the download of Drupal core version 8.9.9 is recommended.
When I tried to upgrade the version, I ended up viewing a lot of folders, to which I am unsure what to click and how to proceed. Is it crucial to do this upgrade, and if so how to proceed after downloading the new version?

Dear Priscilla,

You can’t update Drupal core on your own. This will be done by the Drupal infrastructure team for all Drupal websites.

Thank you!

Hi!

We manage these updates centrally, so please ignore this specific message.
In Drupal 7 we were able to prevent these alerts from being sent out, but in Drupal 8 there’s no configuration to prevent them.

That said, we only manage centrally the updates to the common components provided by the infrastructure: Drupal core and central modules. If you’ve locally installed custom modules, you are responsible for maintaining those ones.