The default location of Windows Update is C:\Windows\SoftwareDistribution. The SoftwareDistribution folder is where everything gets downloaded and later installed.

Where are update files stored?

By default, Windows will store any update downloads on to your main drive, this is where Windows is installed, in the C:\Windows\SoftwareDistribution folder. If the system drive is too full and you have a different drive with enough space, Windows will often try to use that space if it can.

Where are Windows 10 updates located?

In Windows 10, Windows Update is found within Settings. To get there, select the Start menu, followed by the gear/settings icon to the left. In there, choose Update & Security and then Windows Update on the left. Check for new Windows 10 updates by choosing Check for updates.