As of June 2016, Cumulative update, you cannot rely on Microsoft (Windows) Update to install updates for your Skype for Business 2015 Server.
Updates are now applied using an update utility, initiated by the administrator called ‘SkypeServerUpdateInstaller.exe’.
This should be downloaded and executed from the following KB link, under the ‘Installation Methods’ heading, and will take care of the process for you, including troublesome database updates that had to be installed separately and manually in previous rollup packs.
For details and download:
Blog by Jon Knight, Senior Technical Consultant