Well , although the note 4 does have OTG that isn't the whole story.
There are thousands of different devices out there, from flash drives, to Network adapters, sewing machines, oscilloscopes , blenders , game controllers, Pianos, coffee stirrers all using the same usb connector.
Now, obviously, the device that you're plugging them into needs something to tell it what to do with this.... and thats where drivers come in. Some of these are baked into the operating system (android, OSX, Windows etc) and so plugging a Flash drive or keyboard should work automatically.
If there isn't a driver available, windows will normally ask you to install one before you plug in the device.... I suspect you may need something like that for your boroscope... hopefully the manufacturer might be able to help (if they've written one that is)