Hi,
When you open SmartRF Studio you should be prompted to update firmware in the debugger, especially when you double click on CC2540/41 chip icons (which you do when you want to start a device specific session in SmartRF Studio). Or it might be that you double click on the CC Debugger in the list at the bottom of SmartRF Studio main window.
To update firmware on the CC2540 USB Dongle, you can use the Flash Programmer and CC2540_USBdongle_HostTestRelease_All.hex (BLEv1.2.1) image found in the default install directory \Accessories\HexFiles.
Best Regards