See FAQ: Why doesn't the auto-updater detect the latest version?
When the update check does find an update it just tells you and gives you a link to the download page. It doesn't download or install the update automatically.
If you want an easy way to find out about updates before they are pushed to the update checker then the Opus News Blog's RSS feed might be convenient, if you already use an RSS reader or have one built into your e-mail client. The address is in my signature.