There are a variety of examples of Microcode updates referenced on support.microsoft.com (here's just one): https://support.microsoft.com/en-us/help/3064209/ju

There are a variety of examples of Microcode updates referenced on support.microsoft.com (here's just one): https://support.microsoft.com/en-us/help/3064209/june-2015-intel-cpu-microcode-update-for-windows https://support.microsoft.com/en-us/help/3064209/june-2015-i... ...so I suspect this is just a standard disclaimer. Generally, microcode updates are distributed with the OS or OS distribution.