Hi YZ07,
I am an independent advisor and a Microsoft user like you, and I would be happy to help you out with this.
These forums are geared mostly toward consumer questions - we would recommend posting on Microsoft TechNet for these types of questions:
https://social.technet.microsoft.com/Forums/sql...
The latest updates for Microsoft SQL Server are listed here:
https://docs.microsoft.com/en-us/sql/database-e...
According to poster Aaron Bertrand in this thread, only the service packs for SQL Server will appear in Windows Update, and not necessarily cumulative updates:
https://dba.stackexchange.com/questions/91382/s...
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
Typically processing speed would not be heavily impacted by the downloading of updates - however, this will depend on your internet bandwidth and server hardware.
It is recommended to patch SQL server during a low/no usage timeframe so that if anything goes wrong it does not impact production. Scheduling an outage window to perform updates and communicating this to your users is best practice. Ideally you would have a test environment that you could test the updates on before applying them to the production SQL server.
I hope this has helped you - you will likely find people more familiar with this over at TechNet that can provide more expertise :)
Regards, and have a great day!
-Ashton