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The JTAG programming header is an optional accessory for the USG v1.0. It allows you to connect a JTAG programmer to the USG's circuit board, so you can develop and debug the firmware.
More information here:
https://github.com/robertfisk/USG/wiki/JTAG-Connection#v10-hardware
You don't need this if you just want to update the USG's firmware. You can do that with a USB cable instead:
https://github.com/robertfisk/USG/wiki/DFU-Firmware-Upgrade