Hi I am trying to install HP Firmware Updater.app and I am having trouble can you help?

Have you checked with the HP support site to see if there is an updated version of this app that is compatible with the version of macOS Catalina running on this Mac?

Sometimes there are other ways to manually update the firmware of an HP printer. If the printer has an interactive menu see if it is possible to download & install the firmware that way. Other times you can manually download the firmware file from the HP support site and send it to the printer (how depends on the printer itself -- HP should have instructions on their website if it is possible).

Keep in mind updating the HP printer firmware is very risky as many times HP will silently add a restriction to only allow the use of genuine new HP ink cartridges and toner cartridges. I personally would never update the firmware of any HP printer these days because of these sneaky ways to restrict the owner's rights to use the printer as they wish. Be very very careful with firmware updates.