I have been in the situation many times, but usually it is not a problem. Just connect it to a secure internet connection behind a router and start downloading the updates. The updates are usually signed and if you connect directly to the ISP then the outgoing connections are unlikely to be attacked.
One way to be moderately more secure is to boot Windows to safe mode, then connect and install the Windows updates. That way applications that start automatically in normal mode cannot interfere or be attacked. Updating your browsers would be next, because they are sometimes used by other applications for connecting to the web.
Whatever you do, don't start using mail or browse the web before the Windows updates have been performed. I would also first update the OS and browsers and only then allow application specific updates to be run, as those may use the Windows / browser functionality.
It is a good idea to have everything wired up if you're on a mobile device: use a LAN with Native Address Translation (NAT). A NAT commonly drops all incoming traffic. You might want to temporarily deactivate UPnP though.
As for using a cable: you might want to connect to a power source anyway; you don't want the battery to drain during updates. If you're on the go, use a mobile phone connection and / or a VPN. Do not use public Wifi without a VPN and firewall installed.