I take it you mean update style to match formatting of selection?
First, I seldom do much with the Normal style. For most things, I use the Body Text style.
See Shauna Kelly's page on Using Styles to Format Text. Look at Step 5.
Ribbon versions: Use Body Text Style Instead of Normal Style


I do not have Word 2002.
In the Windows desktop application Word from a 365 subscription, the command is available for the Normal style.


In Word 2003, the command is also not available for the Normal style.
It is available for the Body Text style.


I again urge you to review Basic concepts of Microsoft Word: An introduction by Shauna Kelly, MVP. Doing so will save you time.