How to install WSUS offline update `.cab` and `.msu` files (Windows 10)?

I have a 21H2 Windows machine with no internet access that I need to install Windows updates on. I used WSUS community edition to download the updates, and now I have a folder with a bunch of .cab and .msu files in them: I can move these over to the offline machine now, but I'm not sure what the proper way to install them is. Do I have to double click on each .cab and .msu file individually? Or do I just run the three .msu files in the 19041 folder? Or is there some way to install these using a batch or powershell script? I don't know the correct way to install all of these.

Question by EllipticalInitial on Super User, licensed CC BY-SA. We show a short excerpt and link to the original thread as credit.