Yeah, its where they store all their drivers, I didn't know it had CU until I searched for it.
msu appears to stand for MIcrosoft Standalone Updater. (we all learning as we go)
To install an .msu update package, run Wusa.exe together with the full path of the file.
For example, if the Windows6.0-KB934307-x86.msu file is in the D:\934307 folder, type the following command at a command prompt to install the update package: wusa.exe d:\934307\Windows6.0-KB934307-x86.msu
You can also double-click the .msu file to install the update package.