It appeared under a PPP interface using the NB/CAT-M modem the message
"Anewer version of modem firmware is available!"

Does anyone knows how to update it?

Actual ROS version 7.15

In the Interfaces menu at the modem.

Thanks for the answer, but the Knot has not a LTE interface.
It is a NB/CAT-M that is completely different from a LTE.
The Upgrade Firmware button is not present...

There are commands in terminal, see:
viewtopic.php?t=206548
but I would ask official support before attempting using them, as there may be a definite procedure (like disabling the interface or not before attempting the upgrade) to follow.