The Android 5.0 Lollipop for the Snapdragon 800-powered Galaxy S4 LTE-A got a limited release in Europe (Germany, Slovakia and the Czech Republic), but has now expanded to Scandinavia - Sweden, Norway, Finland. Austria is getting it too.
All these countries are receiving the same update, Android 5.0.1. You can check for an OTA update from the About screen in the settings menu. Bear in mind it's a large update (over 1GB) so best to be on Wi-Fi when you download it.
If you live outside those countries and are okay with flashing, you can download the update file from the source link. Make sure to backup your stuff and proceed at your own risk. And keep in mind that this is only for the Samsung I9506 Galaxy S4 LTE-A.
The I9500 (Exynos) was updated to Lollipop earlier. As for the I9505 (Snapdragon 600), only its Google Play edition was updated, while the TouchWiz version is still waiting. The update seems to be in the works though.