The GameMaker Studio 2 IDE will periodically check for updates and then download them automatically. Some of these updates will be optional and you can choose not to install them if you don't wish to or think that some of the changes may break a project that you are about to publish. However there are some updates that include important fixes or improvements that cannot be skipped and GameMaker Studio 2 will force an update in these cases.
GameMaker Studio 2 is more than just an IDE and has a number of different runtime tools that it uses behind the scenes to build you games for the different target platforms available. These tools are mainly the different runners and compilers that each platform requires, and you can actually have several of each at any one time. What this means is that you can "pick and choose" which compiler version and which runner version to use should you have found any issues with the current one or are aiming at a very specific target version or platform. Tools will automatically update when there is a new version available, but you can then use the Runtime Feeds Preferences to select which ones you actually want to use. For more information on runtime updates please see Preferences - Runtime Feeds.
Note that downloading and installing a runtime can take a few minutes, but you can see a progress bar for the download at the top right of the IDE: