There are five ways to find out if an update is downloaded in WSUS.
Firstly, you can click on updates, find the update then select it. The report below will tell you whether its downloaded or not.
Secondly, you can click the WSUS server in the left hand pane and it will tell you whether it still has updates to download.
Thirdly, you could go hunting for the update in the WSUS content directory (not the easiest way to find out if an update has been downloaded).
Also you could check the windowsupdate.log to see if the update has been downloaded.
Alternatively, you could download the WSUS Client Diagnostics Tool (I’ve not used it myself).