You'll want to restart your system once Disk Cleanup completes its operation. When your system restarts, any unnecessary Windows Update files will be completely removed. As you survey the results, keep in mind that the Windows Update Cleanup feature will only remove files that it finds are no longer needed by the system, so you may find that a lot of files have been removed from your system or you may find that very few files have been removed from your system.
For example, after running the Windows Update Cleanup feature on my Windows 8 system, the number of files only dropped from 58,739 to 58,130 and the size of the WinSxS folder only dropped from 6.89 GB to 6.83 GB -- a very small gain. However, on my Windows 7 system, the number of files dropped from 54,524 to 47,454, and the size of the WinSxS folder dropped from 11.1 GB to 7.86 GB -- a modest gain of 3.24 GB of hard disk space.