-_RH_- Windows Update employs a system known as the Unified Extensible Firmware Interface (UEFI) Capsule Update to deliver firmware updates to compatible devices. According to the specification, it isn't intended to handle peripheral firmware updates. Therefore, at present, firmware updates for docking stations like those from Lenovo, Dell, or HP are not published to and provided through Windows Update.
However, individual component updates for the docking station, such as updates for the networking device are published to Windows Update. We acknowledge the importance of comprehensive docking station firmware updates and are collaborating with our OEM and IHV partners to develop a suitable process for supporting such updates in the future.