As part of the design and concept of the Galaxy Note5 device, there is no provision to insert an external SD card.
However the Galaxy Note5 as part of its design and concept are equipped with below Storage capability:
Main ROM* Memory of either 32G, 64GB in size (Subject to Samsung Regional / Network Operator variants).
Access to Microsoft Apps "OneDrive"
If you want to transfer data from your old Galaxy device to new Galaxy Note5, you can also transfer your existing data including data stored on SD card by using Smart Switch Mobile. And, while using the Galaxy Note5, if you want to create room on your device, you can also back up transferable files such as “Photos”, "Videos" and "Music" files to a PC using “Connected as a media device (MTP)“ mode or using “Samsung Smart Switch PC” program.
Additionally, we recommend backing up and syncing your data periodically by using Samsung Account or Google Account.