There are 2 ways to download Windows 10 May Update the build 19041 and the version number is 2004.
The default option is to get it via Windows Update.
If the above option fails then try the alternative method. Visit Windows 10 May 2020 Update
And click the Update now button.
If you like to have a clean install rather than a upgrade then you have to download the ISO file using a A blank USB flash drive with at least 8GB of space