On a fresh Windows Server 2008 R2 when you try to run the updates for the fist time you get an error saying:
Windows could not search for new updates
An error occurred while checking for new updates for your computer.
Windows Update encountered an unknown error.
You add the server to a domain and/or promote it to a domain controller before running Windows Update for the fist time.
Download Windows6.1-KB947821-v22-x64 KB and run it manually.
It will install the KB and after that you can check and install updates from your regular screen.