The drivers are downloaded and installed right when you select the driver package from Software Update. There is no need to do anything further. If you want to save the installer for later use you need to select Save As... in the Software Update program after the install has completed.
The items in the Library/Receipts folder are NOT installers. They are just "receipts" indicating that a given package has been installed. Software Update looks for these receipts when deciding what new packages need to be installed. Knowing this you will quickly realize how to get Software Update to re-install something you already installed.