Downloading windows updates ?

So, lets assume a few things.

1. You are using a windows PC.

2. You are using Apple software on it, such as iTunes, iCloud...

There are no bad effects on your Apple software from windows updates, they will continue to work.

Furthermore, any update to the system will improve your system security, and that is good on its own.

Now if you're asking if upgrading to Windows 10 will effect your Apple software, that's another question entirely.

Be careful with Driver updates. Other updates should be fine.