Microsoft started pushing SharePoint Cumulative updates as part of Windows Update from February 2015. Refer this blog for more details. SharePoint cumulative updates were picked up by Windows update during this month. But now it seems like Microsoft have fallen back to not pushing Cumulative updates through Windows update. Update packages for SharePoint and other server products are available through Microsoft download center.
Security updates for SharePoint products are still available as windows update. Remember to run psconfig on all the servers even after installing a security update. Even, though some of the security updates does not require psconfig to be run. It is a good practice to run psconfig.
For more details refer to this blog by Stefan Gobner.