Would it be okay, if i post the updates on the website, the desktop application will download the updated to the hard disk and then execute them to do the update. the updates can the be deleted.
If you post updates on a web site, you still need code to handle the checking, downloading and installing of updates. You would want to put a system in place that signs your updates and you would need to ensure that your updater also verified these updates. You also need to consider that your users may have an IT team that controls installs and blocks applications self-updating. AV software may also see your update as a potential change and block it. Your code may have dependencies and a good installer would handle identifying and updating these as well.
For these reasons and more, a well-known commercial installer is recommended. They offer facilities that would take you a good deal of time to implement by yourself.
I'm not saying that you can't do it; just that it is not necessarily the best use of your time.