I am trying to update to the newest version of Sentinel. I clicked update, update master HPDB. Popup appears referencing a new version of Sentinel, I click download. Browser opens, I click the download link. What do I do now?
The file that downloaded, BCDx36HP_Sentinel_Version_3_0_00.zip, is "zipped" (compressed). Using Windows Explorer (also called File Explorer) <Right><Click> on the file & select "Extract All" from the menu that pops up. (Close the older Sentinel version before proceeding farther.)
That will create a folder named BCDx36HP_Sentinel_Version_3_0_00.
Click on that folder to open it.
Looking at that folder:

Double click on the file named Setup.exe to start the installation process. If your anti-virus blocks the installation, either turn it off temporarily, or tell it to that the file is safe, and to proceed. Depending on your system's setup, you might need to do that as an administrator if you get that error message.
Once the new version is installed, you can start it & complete the database update.