Can you explain what you mean by verify the signature? You mean to tell if its legit?
Because if you download electrum from the real electrum website, would that be enough? That is how i updated electrum back then when it was version 2.x etc. So if you download from official site, just click on windows installer and download and thats all right?
Just downloading from the real website is not enough, the site could have been hacked to distribute hacker's malicious client, you might have a malware on your PC that redirects you to a fake site while it visually looks just like the real one.
To prevent this, developer is creating digital signatures and posts them next to his files. Users have to download both the installation file and corresponding signature, then run a special command (if on Linux) or use a special software if on Windows to verify that installation files were indeed signed with developer's private key. His public key is well known and have been posted on forums and distributed keyservers.
Just make sure to verify the signature first.
Is there any tutorial how to check signature in Windows 10?
I'm using Kleopatra, which came with gpg4win and is very easy to use
https://bitzuma.com/posts/how-to-verify-an-electrum-download-on-windows/