It is essential to any solution and here is how to do it, leveraging device management capabilities in Azure IOTHub.
Olivier Bloch, a seasoned pro and developer advocate in the Azure IOT team, has created this very informative course, giving a profound introduction into the process.

Why are firmware updates so important?
Well, in a connected world, they are the delivery mechanism to bring fixes and protective settings down to an IOT device in field.
Running without this capability is like going on a sailing trip in heavy weather, without a life vest.
Basically, not a great idea! 😉