If a setting is changed for the displayed plot-type, how are the curves belonging to the plot updated?

This is done automatically, the choices are as shown below:

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If Plot->Auto Refresh->Active Measurement is selected, the curve belonging to the active measurement will be updated automatically if any changes in settings are being made.

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If Plot->Auto Refresh->All Measurements is selected, all curves are updated automatically if any changes in settings are being made (see comment below).

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If Plot->Auto Refresh->Off is selected, no curves will be updated. Auto-refresh can also be turned off with the button.

Refresh can also be done manually using:

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Plot->Refresh - refreshes the curve belonging to the active measurement

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Plot->Refresh All or refreshes the curve belonging to the active measurement (see comment below).

Note that Plot-Refresh All and Plot->Auto Refresh->All Measurements will refresh only the most recent curve of each measurement in the active plot. This means that if you have plotted several curves from the same measurement, these will not be refreshed.