Create linked template (Template OS Windows by Zabbix agent and Template OS Windows by Zabbix agent active) to check the date of the last update installation on Windows.

In Zabbix Roadmap:

Security and compliance monitoring

• Standard templates will be enhanced to contain security- and compliance-related monitoring

Example item key: system.run["PowerShell.exe [int][double]::Parse((Get-Date((Get-ItemProperty -Path Registry::'HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\WindowsUpdate\Auto Update\Results\Install').LastSuccessTime) -UFormat %s))"] 
But you can think about implementing it without powershell.
 
You can also make a check to check the status of the firewall.