sudo mkinitcpio -p linux updates the init for the linux package (i.e., the regular Arch kernel). As long as that’s the kernel you’re using, it will work. But if you were using, for example, the lts or zen kernel, it would not.
As @xircon notes above, sudo mkinitcpio -P (capital/uppercase P) handles all installed kernel versions.
There is a folder /etc/modules-load.d but is is empty, there are no hidden files either.
Would it have been better to install the module rtl8192eu in the folder /etc/modules-load.d ?
I did a system update after installing the module rtl8192eu and the system update was stuck for a long time changing the stuff related with the module rtl8192eu…
I wonder maybe I did something wrong and there was a better way to install the module?