Automatic retreive configuration changes

I am assuming you are talking about making changes directly on the Fortigate when you talk about a "change locally".

Auto-updates will update the FortiManager at the Device Manager level when such changes are made on the FortiGate.  However, a manual "Import Policy" is still required to update "Policies & Objects".

In general, it is not recommended to make changes directly on the FortiGate is the FortiManager is operating in Normal Mode, as outlined in our FortiManager Best Practices Guide.