For Android 5.1.1, you will need to install a custom kernel to root your Galaxy S6 or S6 Edge.  This is because due to how the Android 5.1.1 has evolved and blocks root through normal method.

Before installing the kernels, make sure to go into Settings->About device and press on the Build number  about 5 times until it says you have enabled developer mode.

Then hit the back button, select “Developer options” and make sure “OEM Unlocking” is turned ON.

Download root kernels for your device here:

Root Kernels for Galaxy S6

Unibase Kernel for Galaxy S6 on Android 5.1.1 for SM-G920F, SM-G920I, Korean SM-G920S/SM-G920K/SM-G920L, T-Mobile SM-G920T, Canadian SM-G920W8 – Link – Credits

UniKernel for Sprint Galaxy S6 SM-G920P – Link – Credits

UniKernel for US Cellular Galaxy S6 SM-G920R4 – Link – Credits

Root Kernels for Galaxy S6 Edge

Unibase Kernel for Galaxy S6 Edge on Android 5.1.1 for SM-G925F, SM-G925I, Korean SM-G925S/SM-G925K/SM-G925L, T-Mobile SM-G925T, Canadian SM-G925W8 – Link – Credits

Simpl Kernel for Galaxy S6 Edge SM-G925F, SM-G925I, T-Mobile SM-G925T, Canadian SM-G925W8, and should work with other variants also but haven’t tested (should be safe to flash, just make sure to have stock firmware handy). – Link – Credits

V-Kernel for Sprint Galaxy S6 Edge SM-G925P on Android 5.1.1 – Link – Credits