ATV Flash Step 6 Windows Install-Locate Apple TV Update File "Not Responding"

First time installing and when get window pop up Locate AppleTV Update File-I hit download and get circle and nothing. On upper box says “Not Responding”.

Nothing happens I gather can not find apple tv update file as per step 7?

What is wrong, how would this find on internet if not connected. Is this needed?

Advice appreciated.