I've carefully gone over the Getting Started guide and some other things, but on my camera CHDK is not recognized.
I have a Canon A4000. I don't know the firmware version number - there is a practical issue in that the FUNC/SET button and the DISP button are so close together that it's impossible to follow the directions to find the version number. The A4000 has four builds for different firmware versions, and I've tried all four with the same negative result.
On my computer - a Mac - I download the firmware ZIP file, and unpack it on the Mac. Then with the SD card formatted on the camera - I copy the entire content of the unpacked ZIP file to the ROOT of the SD card.
I'm a certified geek and I know what the root directory of a mounted device is.
I start with the PLAYBACK button - and none of the menu's show Firmware Update.
It's the same result for every build of CHDK.