I think it should be up-to-date from the get-go because of the files that you put on it. Let me check mine. It might be the ROM you have in this case though.
You can press Start on the main kernel screen to open a menu. There's "3DS Setup" which you can go to and press B to initiate, though I doubt you need to do that (I'm not actually sure what it does, to be honest, but I don't remember ever needing to do it - still, it should complete just fine). You might also want to check all your system settings (under Settings, and scroll between panes with L and R - my default menu is iYSMenu though it shouldn't matter too much). Make sure Safe Mode is off.
Also, if you go to Tools under the Start menu, you can update there, though I'm not sure how well it works. It should download cheats lists from GBAtemp though. Make sure all the update options are selected then hit A to accept. Hopefully that works for you.
You can also press Y on a game to select its save type (sometimes that stops a game from booting in an emulator, if I remember correctly, but the R4i Gold should set this by default so I doubt it matters) and other such things such as cheats (make sure the AR option under System Settings is enabled though, else they won't work).