Install Nagios plugins

You'll copy that script to the NRPE plugins directory on each server that you want it to run on and modify the command if necessary to reflect the correct path.

Then, just create a new command with the code in the link that you provided.

NAGIOS is pretty thoroughly documented, you should take a look it more than just the Quick Start Guide.

On each server that you want to monitor you have to download the script and enable external scripts, you can add that line (shown in your link) to your NSC.ini

commandwindows_updates=c:\windows\system32\cscript.exe //NoLogo //T:120 c:\nrpe_nt\plugins\check_windows_updates.wsf /w:0 /c:1 

Always be careful of scripts and at the very list skim through them.

Then on your nagios installation create a new service check or a new command on your commands.cfg.

It should look like (if you set it as a command)

define command{
       command_name    check_updates_nt
       command_line    /usr/lib/nagios/plugins/check_nrpe -H $HOSTADDRESS$ -p 5666 -c commandwindows_updates
       }