By default, only Windows updates that are classified as important
(critical) and recommended
(if checked in settings) will be installed automatically (if set that way). Otherwise they will be left unchecked (unselected) for you to select to manually install when you "check for updates" next.
If you like, you could click on the How does automatic updating help me?
link at the top of the Windows Update Change settings
window, it will give you more details on this.
Hope this helps,