jerryy

Because of time zone differences, @Greybeard might not be seeing your post until later.
You do not need to click on the file, doing that will not cause it to update your camera.
The basic idea is you put the sd  card in the card reader which is connected to your computer, copy the file to the card (drag and drop it onto the card icon). put the card back into the camera, turn the camera on while holding down certain buttons. Doing that sequence will start the process going.
Here are specific instructions:
https://fujifilm-x.com/global/support/download/procedure-x-interchangeable-ver2/
And with that, @Greybeard should eventually be back, I believe there is some sort of holiday going in in his home country at the moment, so see if the instructions make sense.
p.s. Welcome to the forum.

In that case, there are plenty of camera shops selling flash units that work with the X-T4, if you decide to use one in your project. KEH, Adorama, MPB, BHPhotovideo, etc, etc. Your local camera shop should be able to help you as well.

Welcome to the forum.
You do not mention which country you live in, so you may not be able to find some commercially sold flashes that are available in other places.
I believe you will be able to get better results using a light tent with constant lighting than you will get using a flash. They are relatively inexpensive as well. But here goes:
https://www.cameraegg.org/best-flash-for-fujifilm-x-t4/
https://www.bhphotovideo.com/c/accessories/Flashes--Accessories-for-the-FUJIFILM-X-T4-Kit-Silver/1602231-REG-48200
For some tips:
https://www.iphotography.com/blog/flash-photography-tutorial/
https://shotkit.com/flash-photography/
Please read this next one:
https://digital-photography-school.com/photographing-artwork-tips/
 

So the lenses are quietly talking behind our backs. I knew I heard some grumbling the last time I closed the camera bag 😃

ruddy darter - female
(Sympetrum sanguineum)
X-T20; K&F concept adapter + NIKON ED AF Micro Nikkor 200mm 1/4D; f11; 1/30; ISO320; tripod; natural light, croped.

keeled skimmer - male
(Orthetrum coerulescens)
X-T20; K&F concept adapter + NIKON ED AF Micro Nikkor 200mm 1/4D; f11; 1/160; ISO160; tripod; natural light.

black-tailed skimmer - female
(Orthetrum cancellatum)
X-T20; K&F concept adapter + NIKON ED AF Micro Nikkor 200mm 1/4D; f11; 1/160; ISO200; tripod; natural light.
 

southern skimmer - female
(Orthetrum brunneum)
X-T20; K&F concept adapter + NIKON ED AF Micro Nikkor 200mm 1/4D; f11; 1/125; ISO200; tripod; natural light.

moustached darter - male
(Sympetrum vulgatum)
X-T20; K&F concept adapter + NIKON ED AF Micro Nikkor 200mm 1/4D; f11; 1/180; ISO500; tripod; natural light.

I assume by "in camera" conversion you mean using X raw Studio on the computer which uses the camera as the back end for the actual raw conversion?
I use it occasionally - its useful for testing out different camera settings but a bit cumbersome for large scale conversion (and not as flexible as Adobe, Capture One, DxO etc).
You might annoy Adobe users by accusing them of being "casual".

This eagle-eyed bird closeup is a beautiful image!
 

frozen red-legged shieldbug ??? (Pentatoma rufipes) ???
X-T4; K&F concept adapter + TOKINA Macro 100 AT-X PRO; 1/30; f5.6; ISO800; tripod; natural light+ NANLITE LitoLite 5

heath bee-fly (Bombylius minor)
X-T20; K&F concept PRO adapter + VIVITAR 55mm Auto Macro + RAYNOX M-250; 1/125; f4; ISO 320; tripod + VELBON Super Mag Slider; natural light + MANFROTO Lumimuse LED 3; 20 shots composite, manually focused with slider.

cockchafer - male (Melolontha melolontha)
X-T20; K&F concept adapter + Micro Nikkor 200mm; 1/60; f5.6; ISO200; tripod; natural light; 31 shots composite, manually focused with focus ring .

common winter damselfly - female (Sympecma fusca)
X-T20; K&F concept adapter + Micro Nikkor 200mm; 1/40; f11; ISO200; tripod; natural backlight + NANLITE Litolite 5

Cropped and rearranged previous photo.

common blue butterfly (Polyommatus icarus)
X-T4; tc 1.4x + XF 80mm Macro; 1/30; f16; ISO800; tripod; natural morning sunlight + NANLITE Litolite 5... five shots composite; focus bracketing

Bald Eagle Oregon. X-H2s, Fuji 150-600.
 

saw this heron on the trail near my house..........it was getting dark, had to drag it out of the shadows with Capture One.  XT5, 100-300, 300mm

Fall is almost over, had some snow at the tail end of the storm last night.  Thought I'd practice with sun stars and editing.
XT5, 16mm 1.4, shot at F8, 1/125.

King Tide roller Depoe Bay, OR. X-H1, Fuji 70-300.
 

I have been using Fuji cameras for years. First an S-1000, then an X-E1, and now a X-T4. 
The main reason I switched to Fuji is that I like the lens quality. Back in the '80s I spent a bunch of money on a Nikon outfit, and the image quality didn't compare favorably to my Leica M-2, with 50 and 35mm Summluxes and a 90 Summicron, Everything seemed flat as a flounder. I was printing on grade 6 paper to get tolerable prints, so I sold it at a considerable loss. By 2014 Film and processing was starting to be a challenge, so I wanted a digital camera. I would have bought an M-9, but that was totally out of my budget. Nowadays Digital Leica M bodies cost more than most of the cars I have owned.
The S-1000, was for getting my toes wet in the digital world and did much better than I expected. The X-E1 worked pretty much like a traditional film camera, shutter speeds on a dial aperture on a ring. Likewise for the X-T4. The 18-55 f:2.8-4 was excellent. Perhaps the best kit lens ever, 'though the 16-80 F:4 gives it a hard run for that title.
Now, I do a lot of available light work, Or as some describe it, available darkness, and Optical Image Stabilization is a game changer. I've gotten good shots at ridiculously slow shutter speeds, so long as the subject isn't moving too much. I've shot weddings by firelight and gotten excellent results.

Beauty, functionality, originality, beautiful images and optics, optics, optics. What's not to like?