Hey guys I have been reading for hours and getting a little more confused as time goes on

so here goes the SQ (stupid question)
In my manual it says I can run a Cat5 cable from my computer router to my A30 to get the FW upgrades as they become available but is that all there is to it? I mean will it do all by its self or do I need to set something in the menus or something? Can I leave it hooked up all the time? TIA