The update comes on Galaxy S6 with the software version G920IDVU3FQG1, on Galaxy S6 Edge software version is G920IDVU3FQG1, Note 4 it comes with N910CXXS2DQG6. The security patches are very useful to fix phones vulnerabilities.
The update is currently rolling out as OTA. So it might take a couple of days to reach each and every unit. If you did not receive the update notification than you can check it manually by going through the settings>>about phone>>software updates.
We recommends you that you should charge your phone at least 50% before start installing.