In Windows, most users go to Windows Update from Control Panel to check for updates and install new patches from Microsoft. There is a command-line option which is: wuauclt.exe /detectnow /updatenow but I personally only use it when testing WSUS.
In Ubuntu 16.04, there are 2 easy ways that I am aware of to run and install updates (and as a reminder, I am a Linux newbie, so there could be a lot more ways).
1: sudo apt-get update
2: sudo apt update
The difference being is the apt tool. “apt-get” is an old command, apt is the new one released in 16.04. There is an in-depth explanation of the difference between these commands over at maketecheasier.com.