Just like most of Galaxy S' update rolled out in the other regions, this firmware update requires the installation of Kies, which will guide users through the installation process after it being installed in the handset.
As noted at the Samsung website, "By using the Software Update on Kies, you will be able to ensure your phone is running on the fastest, most stable and feature rich software available."
This Samsung Galaxy S firmware update can be reached here. In addition, a user manual documentation for the Froyo version is also available there since Dec 24.