I am curious about that as well, because my firewall popped up a warning about steam wanting to connect..which i allowed ofcourse. (For the third time in a week. ) But now i do not know if an update happened, or how i can check for Skyrim updates myself?
On your Steam Library screen is a small heading above and to the right of your games list (All Games) click on that and select downloads, it'll list everything that steam downloads. That said, no, all I've DL'd recently were updates to TF2 and Day of Deafeat:Source.