Updates for Surface Pro devices are processed through Windows Update but those updates do not include the firmware updates required by the Surface Dock.
You can update the dock using the Microsoft Surface Dock Updater. The page contains a link where you can download the update tool. The tool is included in a suite of Surface tools but you do not need to download them all! The page includes a version history and you’ll notice that the updates are relatively infrequent.
Before you perform the update make sure any additional screens are off and the Surface is only projecting to its own screen otherwise the update may fail and you’ll have to perform a ‘power-cycle’. The update takes less than 10 minutes and needs local device administration rights.