[notice that in this HP dialog there is also a button for the Browser test, so you can test the validity of this link by using a browser: just a test to make sure that you actually placed the right file in the right place on your web site].
You do this, then you can create the CD with the proper menu. The resulting CD will have an added menu (under File), the end user will click this menu, and HP (the reader) will automatically download the upgrade; after the download, the new thing is immediately shown. Notice that this is done automatically by the HP reader (the private browser that shows your CD/DVD), the end user won't have to use the browser (e.g. Firefox, IE) and can't do mistakes in what or where to download, as he will just click the "update" menu, and after some time he will see the update.
If the CD is very large, the download can take a lot of time. So make sure to optimize the file: one way is to use Hypertext > Images - files - link archive and erase and to check if there are unused images or unused files stored into the internal album (if so, better to delete them, and the file size will be lower)