Unfortunately, in the summer of 2011, Microsoft de-commissioned older versions of Windows Update (v3 and v4), thus withdrawing updates for Windows 95, 98, Me, NT 4.0 and Windows 2000 < SP3.
In the past, when you first installed Windows NT 4.0 Workstation or Server, you would get updates for Windows NT 4.0 Workstation, however the updates were from Windows Update v3, which first appeared on Windows 95.
Here's a followup to my previous forum thread on how to install and update Windows 2000 and now I'm about read to provide a guide on how to install and update Windows NT 4.0 Workstation.