Starting with the February 2015 CUs, all SharePoint updates will be part of the Windows Update.
In a blog from Stefan Goßner, he indicates the changes will start with this months' CU.
What does this mean to you?
1. Should I configure my server for auto update?
No, it is always best practice to schedule your windows server update. Change your Windows update configuration to notify you when there are updates ready to be installed, or schedule a manual check of your Windows Update. This way, you can coordinate your updates on all your servers in your farm at the same time.
2. Should I run the Windows Update on all the servers?
Yes. If you run your Windows Update on one server in the farm, then you will have to run it on all servers in the farm, so all servers have the same patch level.
3. Should I run the Configuration Wizard after the Windows Update?
Yes. You have to run with Configuration Wizard every time you have a Windows Update that includes a SharePoint patch.
In a nutshell, you need to plan your Windows Update for your SharePoint farms the same way you have done it in the past. What have changed is the patches are now pushed down to your server and it is up to you to manage it according to Microsoft's recommended approach. Always apply your patches in your Development and Pre-Production Environments before applying them to your Production farm. Make sure you do your homework from testing perspective and backups before applying any patches.
However, it is always recommended to apply the latest security updates to your environment as they contain important fixes to the platform.