Best option (only option so far as i know) is Root + safestrap.
Details: Samsung locked their bootloaders - Bootloader access is required to write new operating software (analogous to installing windows)
Safestrap is a way of isolating different Operrating software; and running it without unlocking.
So: If you want Lollipop You will have to Root your phone, install SafeStrap, and then acquire a LP Rom.
Google search term: Root Safestrap Galaxy S4 current version here
PS: Always backup your data before starting this process.
Your unsaved text messages will be lost.