According to the written "How to" document, the file you shall place in the root of the SD card is KN24PRG.DAT

But, I'm not quite sure if the file is correct for the KN2600. Then maybe it should be named KN26PRG.DAT and not KN24....
Maybe that's why you get the blue screen and no action, it's not the correct file, and KN2600 refuse to read it.
I've searched the web to see if I could find another downloadsource, but no luck so far.

Regarding the exe file, if I don't remeber it wrong, at Technics own supportpage we could download exe files to extract stright from PC to floppy disks before process the update.
(The exe file(s) you have are probably ment for KN2400? I downloaded the KN2400 file from CA, and that is 2 exefiles ment to extract to floppies.)

Cheers 🥂
"Success is not counted by how high you have climbed
but by how many you brought with you." (Wil Rose)