The Windows 10 operating system on your BLD gaming PC will automatically download and install the latest updates from Microsoft. This helps keep your system safe and secure, as well as up-to-date with the latest improvements and bug fixes. You cannot disable the Windows Update feature in Windows 10.
Downloading of updates occurs in the background and the installation occurs outside of the Active Hours for your system. Microsoft has a helpful Knowledge Base article here that gives you directions on setting/changing your PC's Active Hours.
If you would like additional information, ZDNet provides a more detailed look at the Windows 10 automatic upgrade feature here.