Today, Samsung Galaxy Note 4 (SM-N910G) users in India are receiving the Android 5.0.1 Lollipop update Over-The-Air. The OTA update weighs about 1030MB, so make sure you have enough space for the download and installing process. You should need at least 3GB free space on your phone memory to complete the firmware upgrade and after upgrading to Lollipop your phone memory will decrease minimum 950MB.
The firmware update notification should automatically pop up on your Note 4, when the update becomes available, or you can check for the latest update manually by heading to Settings -> About Device -> Software/System Update.
The update brings everything that Lollipop has to offer.