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Hi,
During naturalization application process, if my employment status changed shall I send any updates to HO and how to do ut, I am unable to find this updates in HO link.
Thanks,

You only need to advise material changes to your personal circumstances post-application date.
When you say "employment status" do you mean employed, unemployed, retired, etc? As you know employment as such is not a requirement for naturalisation so on the face of it nothing needs to be advised. However, for peace of mind you are free to contact UKVI - NationalitySupportTeamFMT@homeoffice.gov.uk - give your application reference, personal details, etc.