Samsung Galaxy Note 4 clocked to AT&T network has started to receive the June Security patch. Yesterday, they rolled the same update to the Galaxy S8 and Galaxy S8 Edge. The new update is now rolling out to all Galaxy Note 4 and it may take some time to reah every device.
The new update software version brings the build version N910AUCS2EQF1 and you must be on the latest version before updating.  As per the documentation  Note 4 should be on the software version N910AUCS2EQE1.
The new update packs various new security patches from the Google. In June security patch, Google has added fixes for all bugs and flaws that were addressed the last month.
The update weighs just 30 MB and its upon you, whether you want to download it via WiFI or carrier network. Also, we suggest you to backup all your important files and other things.
You can per form manual check for update by heading to Settings menu and then hitting About to check for the udpate.