That is what is not making sense ... Winzip works with compressed file types such as ZIP files and are what a lot of download files are distributed as since it saves download time ... PDF's are documents often opened with Acrobat or Acrobat Reader and now many other programs but are not compressed file types like a ZIP file is.
... Hmmm... I see now that Winzip Pro adds the ability to also read/write PDF files but I suspect it's unrelated to what I suspect is just getting a firmware update for the Reflex v2 and updating it... but it is likely distributed in a ZIP file that you must first extract before you try to open and update using the file. A lot of companies may name or recommend Winzip as a utility program you can extract a compressed file like a .ZIP file with because it used to be free and people got use to the name Winzip being associated with .ZIP files. Sometimes a company may even get a kickback for recommending another program that is a paid program like Winzip is now. That being said, it doesn't mean you always have to use the recommended program since others exist that can do the same if not better job. I think the .PDF part was a misunderstanding on your part and probably doesn't have anything to do here, it was just listed as an added feature of Winzip in the first line of their feature list for the Pro version.
If I'm correct in my assumptions... the file you are downloading will end with the file extension ( the last 3 letters in the filename after a period ) as .ZIP ... In this case, you download the file to a location you know on your computer, you extract it using a utility such as Winzip, 7-Zip or even Windows built in extractor... and then you would open that extracted file with the update utility you got for the Reflex v2.