How do I get the GoG downloader to check for\notify me of patches for games I already have installed that I didn't get through the downloader? Or do I have to download and install everything through the downloader for it to be able to tell?

I just got the downloader today and have a few dozen games downloaded already, so I'm rather hoping I don't have to repeat the process...

It's still listed as 'in progress' on the wishlist, so I don't think that functionality is there yet.

When it is added, I would imagine that it just pushes a notification whenever a game's .exe is updated. Not sure if that would be any game in your account or any game that you've downloaded (I'm sure GOG keeps track of that on the back end).