In High Sierra, macOS 10.13 the update is found in Apple menu > Mac App Store. In Mojave, macOS 10.14, and Catalina, macOS 10.15, the update is found in Apple menu > System Preferences > Software Update.
Details of these updates can be found in:
- About the security content of macOS Catalina 10.15.4, Security Update 2020-002 Mojave, Security Update 2020-002 High Sierra
As always, it’s wise to apply Apple’s macOS security updates as soon as practical.