The updated firmware can be downloaded and installed using the Nokia Software Updater component of PC Suite. You will need to back up your data before proceeding with the new firmware update. If you have encrytped your devices memory card or internal drive you will also need to decrypt these before proceeding with the update.
This is a relatively small update and unless you are having problems may not be worth upgrading.
The updated versions of Nokia Maps and Mail for Exchange are available as stand alone SIS files and can therefore be installed separately. Indeed Mail for Exchange version 2.70 is now available (compared to 2.55 in this firmware).
Here is a link to a full change log (via Symbian Guru) for the Nokia E71 update.