Here is a very handy Microsoft article about how to install Windows Updates to a Windows 7 Embedded device that uses a File-Based Write Filter (FBWF) or an Enhanced Write Filter (EWF).  This is a great tool to use on Thin Clients that can’t be managed by HPDM or SCCM.

The process includes a running a Scheduled Task, which calls a VBS script.  That VBS Script handles disabling the write filter, downloading and installing updates, then re-enabling the write filter and committing the changes.
The VBS script and .xml scheduled task files are available here:

Note: This will not install updates that display a setup UI (Service Packs, new IE Versions) as a part of the installation.