If you used Safari to download the zipped firmware file, then the default Safari settings are set to unzip the file automatically and delete the original .zip file (I hate this default setting).
Check the directions on how to update your speaker bar. Most likely you just need to put this .bin file onto a properly formatted USB drive. The instructions should tell you what partition type and file system to use on the USB drive (most likely MBR and FAT32) and also what you need to do when connecting the USB drive to the speaker so it pulls in the firmware update.