You need the full macOS installer in order to actually upgrade macOS to a newer major version of macOS. What you downloaded is just a patch for macOS 10.15 which won't work on if you are running a pre-macOS 10.15 OS.
It would help to know the exact model of your Mac (and current version of macOS) so that we can confirm your Mac is even capable of running a later version of macOS and if so which later version(s). You can get the exact model by clicking the Apple menu and selecting "About This Mac". Here is an article which has charts to tell you which versions of macOS are compatible with various model Macs:
https://eshop.macsales.com/guides/Mac_OS_X_Compatibility
If your Mac is compatible with a later version of macOS such as 10.15 Catalina, then you can find links to the various macOS installers contained within this Apple article which also includes optional instructions for creating a bootable macOS USB installer:
How to create a bootable installer for macOS - Apple Support
I highly recommend you first make sure you have a good backup before you even attempt to upgrade macOS just in case something goes wrong during the upgrade.
FYI, you should always have frequent and regular backups of your computer and all external media which contains important & unique data.