If just one client, Right click the AutoUpdate task, then look at the last update session for the line:
Checking update packages from repository <NAME>
If NAIHttp or NAIFtp (or if you've renamed them, whatever you've renamed them to), then they're using the web.
Through EPO you should be able to check as well. There is a query which shows which shows dat updates and indicates the repository used. Can't recall it's name though.