Notice: MS didn't updated their Intel microcodes library "mcupdate_GenuineIntel.dll" since 2015. Therefor Windows will not update your CPU automatically.
Edit: As from 8th January 2018 Intel included microcode for 506C9 CPU inside its "Linux" package.
You can now follow guides like this or that.
What you need:
1. VMware cpu microcode driver.
2. Attached microcode_2E.zip file (with newest 2E microcode for Apollo Lake 506C9 CPU dated 2017-11-22)
If you suspect that I tampered with microcode you can read this article (Observation #7) about PKCS#1 v1.5 SHA256 based signature and then try to internally reprogram our CPUs

Alternatively you can download some BIOS file for Apollo Lake board and extract microcode from there with MCExtractor. But then you will have to use tool like bin2hex.py to convert binary file to Hexadecimal text structure in big endian 32bit format link in microcode.dat file. It's a shame that VM microcode driver can't load Intel binary files (or it can but I do not now how to convince it to do so).
What to do with microcode.dat
1. Extract VMware microcode driver package.
2. Replace microcode.dat inside extracted folder with one from attached archive.
3. Run as administrator: Install.bat.
You can check if microcode was updated with tools like HWInfo32/64 (summary window) or with RWEverything inside CPU MSR register viewer.
Edit: you can use VMWare CPU microcode driver installer attached below. It will only copy microcode.dat file to system directory (removed amd bin files from bat and inf).