Hi and welcome,
Definitions updates are fast enough and behind-the scenes smooth enough that normally all you'll see (or need to see) is that advisory pop-up afterwards. Typically I'll get the note while I'm in the middle of checking mail, usually the first thing I do when I come online.
And of course you can try a manual update anytime -- if you're already up to date, it's typically only a couple of seconds and you'll be told that.
Best,
Mike