New Lollipop update from AT&T can't find new menu

Hey guys,
The other night AT&T pushed out a new Lollipop update. I had no issues with the install and I went through the small walk through of changes.
One change or addition that I am having problems with is the new (right) side app menu that looks like the side menu from the little known Note Edge. The problem is that for some reason I can not access it.

To access this menu your supposed to hold down the back button for a few seconds and the menu is supposed to appear. During the post install walk-through, the walk-through itself brought up this menu, and I was able to use it. Once I clicked OK (or Done, can't recall that which word it used) the walk-through ended and now I can't get the menu to come up.

I have the Note 4 with the NEXT launcher. I have tried loading the default Touch Wiz launcher, but it would not work there either, so I do not know if this is an issue with the Note 4, the launcher, or an inherent bug with the new update Android 5.1.1.

Does anyone with a Note 4 have problems pulling up this menu?

I would be greatful for your help! If you need more info, please let me know. I am assuming that the Verizon Note 4 got this update as well. If not, I will go fishing somewhere else, but you guys have always managed to resolve my issues in the past so I thought I would try here first.

Thanks guys!
EU

 

I actually found out the cause of my issue. Turns out I did not have "Multi Window" turned on. I was not aware of what that feature really did until now. Once I turned it on, long press of the back button now open the menu.