I did it on my XP machine ages ago, you can also run a virtual machine within Windows 7 (for free) or Win 11 (for paid, no idea about Win 11 though).
You can do it over MIDI or serial connections (MIDI way easier in modern Windows). The files are on the Yamaha JP website or on some fan pages. If you can do it just with USB/MIDI, might be able to do it on Win 11.
https://jp.yamaha.com/support/updates/mu2r1_uw.html
From translation:
"Upgrade the MU2000/MU2000 Extended Edition to MU2000 Extended Editon R1.
THIS IS A PROGRAM FOR UPGRADING BY CONNECTING THE USB TERMINAL OF THE PC AND THE USB TERMINAL OF THE MU2000.
Works in Windows XP/2000/Me/98 environments."
"[Version upgrade by user (free of charge)]
- Please download the version upgrade program.
Connect the MU2000 to the PC with a USB cable.
・ Start the version upgrade program and follow the instructions.
・ The upgrade time is about 15 minutes."