You technically don’t have to install Windows Updates but you should install them. Windows updates include many things such as security patches, service packs, software updates, anti malware definitions and new features. The most important updates are the security patches since they are distributed to make your computer safer and less vulnerable to outside attacks.
You can have Windows updates download and install automatically by going to the Windows Update utility in Control Panel. Windows 10 will update your computer whether you like it or not. Keep in mind there is a Windows Update feature which only updates Windows and a Microsoft Update feature which will update other Microsoft software.