AT&T is not known for its rapid updates. The Galaxy S6 only got Android 5.1 on AT&T late last month, several months after it hit other variants. At least Samsung isn't completely ignoring its 2014 devices. The Note 4 and Note Edge on AT&T are getting Android 5.1.1 tomorrow, according to Samsung's website.
There's no changelog listed for the updates, just that they will include Android 5.1.1. Both phones are currently on Android 5.0.1. There probably won't be substantial changes in 5.1 as Samsung devices have modifications to most of the features Google altered in stock Android 5.1. The update will likely have some tweaks to heads-up notifications and various system optimizations. It would be nice if they addressed some of the performance issues on these devices that cropped up after Lollipop.
AT&T hasn't yet announced the updates, but Samsung's support site tends to be reliable for these things. Keep an eye out.