cuDNN 8.4.1 installation issue on Ubuntu 20.04

I try to install cuDNN on my PC (Ubuntu 20.04), and I tried this:

lr@lr-OptiPlex-7090:~/Downloads$ sudo dpkg -i cudnn-local-repo-ubuntu2004- 
(Reading database ... 219788 files and directories currently installed.)
Preparing to unpack cudnn-local-repo-ubuntu2004- ...
Unpacking cudnn-local-repo-ubuntu2004- (1.0-1) over (1.0-1) ...
Setting up cudnn-local-repo-ubuntu2004- (1.0-1) ...

The public CUDA GPG key does not appear to be installed.
To install the key, run this command:
sudo cp /var/cudnn-local-repo-ubuntu2004- /usr/share/keyrings/

And I tried this:

sudo cp /var/cudnn-local-repo-ubuntu2004- /usr/share/keyrings/

Nothing happens. So how can I install cuDNN on my PC?

Thank you generix, I will try this later