Updates in Linux are not random third party scripts you find online, why are you spreading this lie?
You go into your app store/software centre and click update. To the user, this is all they see.
If you want to feel like a hacker, or find it quicker, you can open a terminal run sudo dnf update or whatever. That's still not a random third party script, though.
We've been there for a long time.
Broadly speaking, outside of some specific niche workflows, Linux has been pretty easy for a long time, and Windows has a lot of unintuitive stuff that we only think is easy because we're used to it.
Linux and Windows certainly both have their failings, but it feels like Linux's generally stem from the lack of full time developers on projects, whereas failings in Windows often feel like a deliberate user-hostile choice.