I sense a bit of confusion mixing a few different things.
9th gen CPUs were launched with Z390, there will be no issues. It is compatible with 8th gen chips though.
I think you are referring to BIOS updates which have nothing to do with Windows or any OS really. There are tools that allow updating the BIOS from a running OS, but it can be done without even having a system drive plugged in. (You will need something with the BIOS files on it though)
You should not need to perform a BIOS update, though you might check the motherboard manufacturer's site anyway. There may be a worthwhile update that your motherboard wasn't boxed with.