try opening internet explorer
click tools/internet options/security and click "default level"(medium) apply and ok.if the security settings were set to high then you may have difficulty accessing the MS site.
now try click here for your updates.does this work?
as Djohn says,if you have the updates set to download automatically and prompt you to install them,then you will get a balloon in the task bar prompting you to install them.
you can change the settings to install automatically without prompting or via a schedule etc by clicking start/control panel/performance and maintenance/system/automatic updates.
personally i download and install them manually from the above site.