If I run Command Update on a laptop connected to one of the USB3 docking stations, will it automatically find any firmware updates for the dock as well as the laptop, or do I need to manually find and install any firmware updates for the dock?
It would depend on which Dell USB 3.0 Dock, which laptop, which operating system. Did you read through the User's Guide? Or the Setup Guide which shipped with the Dock?
Various models of laptop - all recent Latitudes, and all running Windows 10. Dock is a WD15.
I have checked the manual for the dock, and it's not clear from that.
When I go here and click, "Dell Dock WD15", at the top of that page it states, "WD 15 Dock BIOS / Drivers Installation Guide". When I click that, it shows the steps with links. It also includes a "Dell Command" section.