My understanding is that updates on Linux works a little different than Windows. On Windows....Windows update only covers MS updates only and maybe some hardware drivers, everything else is updated separately by itself. With Linux, everything gets updated through one channel. It would be similar if Windows Update controlled all updates, the OS itself, all drivers and all installed programs.
For Linux you may need to add the repository if it wasn't done when the application was installed. All that does it tell the distro update program to look and see if there is an update for that program. If there is, it will update it for you. I actually like this approach better as you are able to keep everything up to date without having to open each program one by one and check if there are updates. With Linux it monitors everything for you.