wmic qfe list full > list.txt
Caveat: this list may not be complete, as certain Microsoft hotfixes don't end up there.
If you know the HotFixId, you may pipe the output of wmic to find. In example, to confirm that Windows 2008 R2 Service pack has been installed, knowing that the service pack HotFixId is KB976932, executing the following command line will do the job:
wmic qfe list full | find "KB976932"