When the file has finished downloading, you need to double-click on the .msu file, and Windows will install the new update for you. How to delete downloaded Windows Update files ...

In the popup window, click the .msu file link to download it. When the file has finished downloading, double-click on the .msu file and Windows will install the new update.

The .msu file extension is associated with the Microsoft Update Standalone Installer. Normally, this installer uses the Windows Update Agent API to install update packages.

How you install a program from an ISO image will vary depending on which version of Windows you use. Here’s how to install it in Windows 10 and 11.