Did you see the documentation here: https://docs.mendix.com/developerportal/deploy/updating-a-mendix-application#2-1-location-of-the-mendix-server-distributions

It is this part:

There are two ways to install the required server distribution:

1. If you are online and have access to the Mendix App Store, click Download server and the correct server distribution will be fetched and installed.
2. If you are offline or automatic downloading fails click Add Server and select the required server distribution (.tar.gz). The server distribution can be found under the related downloads from the specific Mendix Studio Pro version on home.mendix.com. The server distribution is a tar.gz file. The Service Console will extract the server distribution to the same folder as the other server distributions.

Regards,

Ronald