What is the best way for checking for driver updates, or are they all done automatically?
use the Device Mgr to find the specific device, go to properties and then Update Driver
no, it's not done automatically
As long as you have an Internet connection, Windows Update might pick up quite a few of the drivers automatically for you. Whether or not they are downloaded and installed automatically depends on how you have Windows Update configured.
The absolute best way to go about getting drivers for your devices, is to download them directly off of the manufacturer's website. This pretty much guarantees you that you are going to install the latest drivers for your device.