When you want to check which updates are installed on an Exchange server you can navigate to Control Panel | Programs | View Installed Updates and you will see a list of installed updates, including the Exchange Security Updates.
When running Exchange 2019 on Windows 2019 Server Core there is no Control Panel and you can view the registry to check which updates are installed. Use the following command to view all installed Updates:
Get-ItemProperty HKLM:\SOFTWARE\Microsoft\Windows\CurrentVersion\Uninstall\*| select-object displayname
Or more specifically for Exchange Server:
Get-ItemProperty HKLM:\SOFTWARE\Microsoft\Windows\CurrentVersion\Uninstall\*| ?{$_.DisplayName -like "*Exchange Server*"} | Select DisplayNameThis will show all software and updates for Exchange as shown in the following screenshot:
Jaap Wesselius 