The word "firmware" is rather generalized and can apply to any type of program code flashed to a device. Don't feel dumb, because the term "firmware" is sometimes used on XDA interchangeably with the word ROM.
But their are other times when folks talk about "the firmware" (such as in posts 5 and 6 above) to mean "the other modules that are included in the 1.58 OTA aside from the ROM". I haven't looked at this particular firmware zip, but they can typically contain: hboot, kernel, radio, WiFi, media and possibly other modules.
These other modules are typically not needed to run a particular ROM. But it might be argued, if they cared enough to change them, there might be something in there worth installing.
Personally, I'm rarely in the practice up updating the firmware packages, and have only rarely seen it make much difference.
From what I can tell that firmware link is linking to a corrupt zip file at this point. it contains nothing lol.