Is your phone locked or unlocked? I ask this because this kind of issue is most common on unlocked devices (those being devices which can work with any SIM card from any service provider). Usually on these devices, OS updates need to be downloaded manually using manufacture-released software via PC. So in your Galaxy S6's case, if it is unlocked and you're not receiving auto-updates from your carrier, you'd need to download Samsung KIES onto your PC and see if there are any available updates from there.
An alternative option if you're located in the US (not sure if there's an international equiv to this, please correct me if I'm wrong) is to take your device to a Best Buy. Most Best Buy's have Samsung Experience Centers where you can get your device manually updated to the latest build by a Samsung rep. It might be more out of the way for you than doing it yourself at home, but it's a sure-fire way of making sure your device is up-to-date.