Windows has a pretty convenient tool called "Windows update", which allows you to update your system with the latest updates available.
But what about all your non-Microsoft software? Adobe applications? ZIP compresser? Burning program? Non-Microsoft web browsers and email clients, etc.? You need to update all of them, one by one. And that takes time, since each one of them has its own (auto-)updating system.
Linux has a central place called the "Package manager", which takes care of everything installed on your system, but also every single piece of software your computer has. So if you want to keep everything up-to-date, the only thing you need to do is press the "Install Updates" button down there :