What folder are Windows updates downloaded to in Windows 95?

Yeah, I know what you're going to say. "What on earth are you doing with Windows 95?". The reason is because I'm trying to run a very old computer game, but I can't get it to run on Windows XP or later, and it didn't work on Linux with Wine, so I installed Windows 95 in VMware. I'm trying to get VMware tools to work, but it requires a certain Windows update. Since Windows has removed Windows 95 updates from their website, it seems the only way to get them is from my ancient Windows 95 PC. The problem is I don't know which folder the updates are stored in on the computer. Does anyone know?