The Check for updates, just sent a request to the server about new updates. When updates are found, a window describing the latest changes will appear.

After starting updates, the following transparent indicator is shown in the bottom right corner of the window:

You can cancel downloading an update, by clicking the Stop button or just stop downloading an update by clicking the Pause button. To resume the update, click the Resume button. To minimize the window, click the "_" button. After this, the  icon will be shown in Windows taskbar. To maximize the window, just click on this icon. When you minimize this window, updates will continue to be downloaded.