Should I install new drivers on Bootcamp? I installed Windows on my Mac and Bootcamp installed NVidia Control Panel. Today I received a notification in the Control Panel about a new driver. 

Should I install it or should I wait for drivers from Apple? I mean, does it install the first basic drivers and then I'm free to install new drivers or is every new driver provided by Apple?
Since you didn't mention you had a backup of the system or if you are equipped to troubleshoot a driver issue, you should probably not update things unless you have a problem.

Apple vets the drivers it provides to be sure they work well with Mac hardware - so although you are free to update drivers, you are skipping that vetting process. Unless the driver manufacturer messed up, you will should be as fine as any other user updating the driver so it's more an edge case of them not testing the new driver on Mac hardware than something that should break.

Apple's drivers are typically for the screen resolution, trackpad, system sensors and it's unlikely those need a change since your Mac hardware hasn't changed in most cases.