Hi Evgeniy,
I'm Kevin from the Google Ads API Team.
The AdGroupAd is the link between an Ad Group and an Ad. As you may already know, once you create an Ad, you will have to create an AdGroupAd in order to associate it with an Ad Group. The example you provided already shows how to add an Ad to an existing Ad Group which is through AdGroupAds. There's no need to update AdGroups to add ads into it.
I suggest that you also check the Entity Relationships in this link for further reference. Let me know if you have any further clarification.
Regards,
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