AT&T is last to deliver the Android Marshmallow firmware update on those two smartphones, all other carriers in the USA have already updated their phones. Most of the locked and unlocked Galaxy Note5 and S6 edge+ devices globally have had it too.
The updates weight about 1.6GB and you can download them right now on those two Galaxies. Naturally, in addition to the Marshmallow 6.0.1 OS version, you'll be getting Doze mode, app permissions, better notifications, among other improvements. The latest security patches are also included in this update.