Cumulative Updates (CU) are kind of a service pack that comes out quarterly for Lync Server and the clients. It includes fixes and some times new functionality is added.
For Lync Server 2010 is it possible to download from the following url: http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=11551
For Lync Server 2013, is the following: http://www.microsoft.com/en-us/download/details.aspx?id=36820
As you can see there are a lot of files to download and you could just download and update specific components or you can download the LyncServerUpdateInstaller.exe package that includes all the latest updates. So go ahead and download it and then copy the file to your Lync Servers.
To start the update process log in to your server. And start the Lync Server Management Shell
First, check that no users are talking on the phone or are in a meeting before you start the update. You can do this by running Get-CsWindowsService

The next command would be to prevent new sessions for a while and drain the active connections. This can be done running Stop-CsWindowsService –Graceful

As seen in the picture the services is now stopped.
3.Next thing would be to stop the World Wide Web service. By typing: net stop w3svc
4.Now Close all Lync Server Management Shell windows.
5.Install the cumulative update for Lync Server 2010 by running LyncServerUpdateInstaller.exe

This will start the update tool and you should se what updates are needed and what version is already installed. (As you can see in the picture I have already installed the latest update package and it shows a green checkmark at every line. If there were some services that wouldn’t be updated this would show a red stop mark instead.)
Restart the computer if you are prompted to do so
he next step is something that is almost always forgotten. To update the Lync Server Databases (this step is normally not done if you just used Windows Update to update your Lync server and should then be done manually after Windows Update has updated your server.)
1.Start the Lync Server Management Shell: (Click Start, click All Programs, click Microsoft Lync Server 2010, and then click Lync Server Management Shell.)
2.To apply the changes made by LyncServerUpdateInstaller.exe to the SQL Server databases do one of the following:
1.On Standard Edition Server and Enterprise Edition: Front end servers, once you have installed update for core components, the updated sql files will be dropped on the server. Then run the following cmdlet to apply the changes:
Install-CsDatabase -Update -ConfiguredDatabases -SqlServerFqdn -UseDefaultSqlPaths
If the RTCDyn databases are removed after you run the cmdlet without the UseDefaultSqlPaths parameter, run the following cmdlet to restore the RTCDyn databases:
Install-CsDatabase -Update -ConfiguredDatabases -SqlServerFqdn -DatabasePaths
7.Now when the database is also up to date, its time to start the IIS & Lync Server services. At the command line, type:
net start w3svc
Start-CsWindowsService
And that’s all!