Why did I received a message to download a strange app to make a update Elements 2021

All ok now, went to HD box in libery and did the manual update and it works.

Your English is ok, no problem. If you prefer your own language, we'll use the translator if needed.

Just like @Peru Bob I was puzzled by the fact you could not get an answer from Adobe Help.

All Elements 2021 users should have received a notification for an update of the Camera Raw (ACR) module. That long awaited update makes PSE2021 able to recognize the raw files of some recent cameras. It seems impossible that Adobe staff are not aware of that fact. We don't know exactly what was the exact look of the message you have read;  that explains @Peru Bob  question.

Such a notification for an update is normal. If you are editing raw files, there is no problem to agree to the update.

What help center?

It sounds like you were not talking to Adobe.