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On Ubuntu, nvidia drivers update seamlessly as part of system updates. On Windows, I have to sign in to an nvidia account, solve 3 capcthas and then manually download half a gig of "driver".
Last time I had to install either AMD or Nvidia drivers there was GUI installers. Or in the case of AMDGPU the driver is already in kernel and is updated automatically via package manager.
You can with AMD cards, presumably Intel too. Applications, including the display server, will continue to use the old drivers until they are restarted of course.
With Ubuntu 18, no. Updating it fails roughly as often as it works. And the error messages are obscure and confusing.

I didn't try Ubuntu 20 because it has known incompatibilities with software that I use.

Ubuntu, PopOS and Manjaro have GUI utilities for driver installations.