Hi Stefan,
The remote agents don't update themselves at all.
The media server can use Liveupdate to download and install patches, and also notify you when they're available through alerts. Note that updates will generally ask for a reboot of the media server.
If the updates affect the remote agent at all, you should redeploy the remote agents in the way you did the orignal installation.
To find out if you need to redeploy remote agents, you can check the Technote for the hotfix on the site. I don't think the Liveupdate will warn you if an remote agent needs updating.
Remote agent updates don't require a reboot unless you use AOFO
Hope this helps
---Cheers
shirmal