I am sure you are thoroughly fed up with all these GDPR emails that you have been receiving, I know I am. Unfortunately the penalties are high for non-compliance so ….
The policy details the data stored by the Newsletter Subscription, how you can unsubscribe and request copies of the data held, if you wish (it is usual to charge a £10 fee for supplying the latter but, of course, I would ignore that bit of bureaucracy).
You do not need to do anything in order to continue receiving newsletters.
If you wish, you can check the policy (link above) and if you choose not to remain, scroll down to “Unsubscribing from the newsletter”.