I have one, although I've recently switched to a 6+ to try it out.
Try Downloading Android File Transfer and use that. That's what I was using. I had a lot of issues putting stuff directly onto the microSD card that way though so I often found myself moving items to the phone memory and then using the file browser on the Note 4 to move files to the SD card.
I had a Galaxy Note 3, and ended up doing all of my personal documents and synced my pics through DropBox. For music I used Doubletwist, which allowed me to sync playlists and music right out of iTunes. Doubletwist was my favorite app on android, and I still miss it.