You can check that Windows Security is up to date on your Windows device via Windows Update. If you want to know what the latest Microsoft security updates are or think you might need to install an update manually, Microsoft keeps an online list called the Microsoft Security Update Guide.
The Security Update Guide is a single resource for finding (and manually downloading) the latest Windows Security updates. Microsoft initially previewed it back in 2016. You can find the Microsoft Security Update Guide at the Microsoft Security Response Center (MSRC).
Please note that most people do not need to download security updates manually. Just be sure to run Windows Update as usual (when connected online), and your Windows security will stay up to date.
If you are interested in finding out more, here are the official links at Microsoft: