it's just in an empty open space, like outside at night or the backrooms, depending on the branch of the hypothetical you either feel unsafe, but you actually are safe, or you feel safe, but are unsafe, also you don't actually know the truth about your safety either way
Windows Firewall blocks software that might do changes to the system such as installing software, uninstalling and modifying.
If you didn't started "SSDUpdate.exe" yourself, I'd run a complete scan with Windows Defender.