By default, Azure Active Directory Connect is configured to auto-update itself every time Microsoft releases a new version.
In some controlled environments with Change Management procedures, changes cannot be happening automatically without a change request and schedule maintenance window.
Get started
To get started, the first thing I do is check if auto-update is enabled on the Azure AD Connect Server using the PowerShell command below.
Get-adsyncAutoUpgrade
As you can see, auto-update is enabled.

To disable auto-update, I use the command below.
Set-ADSyncAutoUpgrade -AutoUpgradeState disabled

In case, you need to enable auto-update just use the command below.
Set-ADSyncAutoUpgrade -AutoUpgradeState Enabled