Along with the Lumia 950 and the Lumia 950 XL, Microsoft introduced an accessory known as the Display Dock, which give users the ability to connect a mouse, keyboard and a monitor so users can use it as a full-fledged Windows PC. It has been revealed that the Display Dock will get the software updates as well through the Gadgets app.
Microsoft said in a support document,
You can update the software on the Display Dock by using the latest version of the Gadget app on your Lumia device. The Lumia device will notify you when a new software version is available for the Display Dock.
Just make sure that you have the latest version of the Gadgets app installed on your smartphone and you'll be notified as soon as any update is available. Alternatively, you can also check for the updates manually from the app as well. Just make sure that the cables are connected when you're upgrading the software for the accessory.