As a security measure, Intel does not provide BIOS updates in .ROM format.
Use the .bio file from https://downloadcenter.intel.com/download/21330/BIOS-Update-WVG4110H-86A- Download BIOS Update [WVG4110H.86A]
Thank you for contacting the Intel Communities.
As Al was advising you, the files to be used would be .bio, .exe or .zip compressed file when updating your BIOS.
If you require any further information or support, feel free to contact the Intel Communities again.