Follow Microsoft Azure documentation to apply security patches from the security center. Alternatively, you can employ your own patch assessment and management tool to periodically assess, report and install the required security patches for your OS.

References:

1. https://docs.microsoft.com/en-us/azure/security-center/security-center-apply-system-updates
2. https://docs.microsoft.com/en-us/azure/security/azure-security-iaas#manage-operating-systems