does the update for authpoint agent for windows happen automatically or do we have to do something?
The agent does not update by itself, to update you must follow the directions here:
Update the Logon App
The Logon app does not automatically upgrade to the latest version. To upgrade the Logon app, you must download and install the updated version of the agent for Windows or the agent for macOS. The most current version of the agent is available on the Downloads page.
WatchGuard Customer Support
how can i check the installed version of the agemt?
You can click the (?) icon on the logon app (lower right corner) itself that you see while logging in, or go to windows add/remove programs.