After an update, Windows Update Cleanup gets scanned by Settings > Storage, but sometimes simply not detected to be deleted along with all the other stuff (like temp files, thumbnails etc.).
If it has only been a day or two after the last update, wait another day or two and then run Settings > Storage again, as described by RobinsonSilvestre above.
If no success, then restart your computer and run Settings > Storage again
If Windows Update Cleanup still doesn't get detected, then the only other option is to delete the files manually:
- Open Settings > Windows Update > View Update History and verify that the update has been "successfully installed" and note the KB number(s) listed in brackets.
- In Windows explorer go to C:\Windows\SoftwareDistribution\Download and locate the large .cab file(s) that has/have a KB number in the file name (e.g. Windows10.0-KB123456-x64.cab)
If that number is the same as in the update history under "successfully installed", then you can delete the file(s), because it's been already installed. Ideally first delete it/them into the recycle bin and then double check again and delete from the recycle bin. Once you delete it/them from recycle bin, the space on your hard drive will be freed up.
Only do this solution a few days or 1 week after the last update AND only if your system is running fine.
Hope this helps.