You should update the BIOS and the ESM/BMC before updating device firmware. The file you linked should be fine ... use the Update Package for Microsoft Windows and run it from the OS. Can be done via RDP.
I've inherited a PE 2950 with Server 2012R2 and the firmware for the PERC 5/i RAID adapter is out of date and I want to update it. Below are the details from OMSA  Firmware Version 5.0.1-0030 Minimum Required Firmware Version 5.2.2-0072 Driver Version 6.600.21.08 Storport Driver Version 6.3.9600.18514 Looking at this I believe I only need to update the PERC 5/i Integrated RAID controller firmware. This is the update I think I need but I want to check that there isn't a requirement to update anything else before I do this Dell PERC 5/x Integrated Adapter Firmware Update ([URL] I'd also like to do this remotely if at all possible. Thanks in advance to anyone that can help!
PE 2950 updating firmware