How can I download my software update with no wifi?

If you own iPhone 12 or 13 with unlimited 5G data, you can update without Wifi. If you don't own either phone, you need Wifi. If you don't have Wifi, you either go somewhere where you can access Wifi, or you can update your iPhone using your computer and either iTunes on Windows or Finder on Mac.

You must have a WiFi connection in order to update your iOS.

The only exception would be you have an iPhone 12 or above with a 5G connection.

If you have neither, you should go to an Apple Store and connect to their WiFi to complete this update as soon as possible.