Almost all Windows users use "Windows Updates" to download and install automatic updates for Windows released by Microsoft. These updates fix security issues and improve stability and performance of your computer so its always advised to install all Windows updates regularly.

You can set Windows to automatically install updates or ask you each time whenever a new update is available for download using its Settings.

Many times when Windows downloads updates, it needs to restart the computer to install those updates as the installation might require replacing of few system files which are currently in use by Windows. In such condition, Windows automatically replaces "Shut Down" button present in Start Menu with "Install Updates and Shut Down" button which looks like following screenshot: