The firmware for this evaluation board has not changed in approximately four years. Therefore, the device in use most likely already has the latest firmware running, and updating the firmware will not help. When the EVKIT was tested at the factory, the firmware would have been loaded into the module prior to testing. The factory confirmed that the module did work and there was communication.
Please plug the MCU module into USB to charge the battery. While plugged in, try to start the GUI. We have seen some modules fail where the module will only power from USB and not from the battery.
The firmware files mentioned in the MAX30009EVKIT documentation are there in case an updated firmware is released in the future.