The newest Android security update is now available on the Samsung Galaxy Note 5. It weighs around 270 MB, and starts rolling out in Australia. Later it will come to all the Note 5 devices.
The software fix some critical bugs, like that one allowing to bypass device's lock screen, while using USB cable.
As usual, you should wait patiently for your update and if not, you can check for it manually in your phone's Settings menu.