Your KX2 must be connected to a personal computer serial COM port before firmware can be sent.
A KXUSB interface cable for USB plugs into a USB port on your personal computer. Insert the right-angled 3.5 mm plug into your KX2's ACC1 jack.
A KXSER RS-232 interface cable plugs into an RS-232 serial port or a USB to Serial adapter, such as the Elecraft KUSB USB to Serial Adapter. Insert the 3.5 mm plug into your KX2's ACC1 jack.