The Developer Preview is only the OS, as it comes from Microsoft's OS group. Lumia firmware comes from the device division, often through the phone carrier, and isn't available through the Preview program.
If Cyan is available for your phone through the production update mechanism, you have a choice to make: wait for it to be released to Developer Preview users (currently delayed due to update issues with a few phones), or use the Nokia Software Recovery Tool or Nokia Care Suite to return your phone to the current production release, which may be Black/8.0 or Cyan/8.1, depending on where your particular phone is in the update queue. If you land on Black/8.0, you'll have to go through the production update process to get to Cyan/8.1, so make sure it's available for your phone first. Once you're on Cyan/8.1, you can reinstall and enable the Developer Preview app, if you like, to get the DP Update 1 version back. There are detailed instructions on the forum for the best ways to save and restore your data if you decide to use NSRT or NCS.
Good luck with whatever you decide to do!
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