Kindly go through the following Microsoft reference article:
How to download updates that include drivers and hotfixes from the Windows Update Catalog
There you look for Step 2: Search for updates from the Windows Update Catalog
No, you don't need to install all the updates. You may configure your system's settings accordingly.
Win Server 2022 updates reference is also there:
https://www.catalog.update.microsoft.com/search.aspx?q=%22Windows%20Server%202022%22