Update from the usb didn't worked for me at the time(HP), now I have an other computer (Lenovo) may this time works
Yeah, it isn't universal - but you can try though the BIOS itself if it has an upgrade option.
A .exe won't work with Linux right?
Sanity check--
See @Condobloke's reply. It can work. It's read before the Linux OS is even loaded.
This isn't universal, but is worth trying. It depends on the OEM. That's how I was able to get him an updated BIOS.
Sometimes you boot and select USB (with the .exe on it, formatted in a FAT format) and sometimes you tell the BIOS that you want to update and it reads the .exe from the USB. This is all before Linux is loaded, so Linux doesn't enter into it at all.
I'm not sure if BIOS is usually supported, but there's also fwupd if you've installed with UEFI enabled. Strangely, it won't work in legacy mode. That'll update firmware for all sorts of stuff.