The installation instructions written for RetroPie 3.5 apply to 3.6, so there is almost no difference.
On the surface, 3.6 includes a few changes to its configuration menus, but other than that, it appears to be a bug-fix version of 3.5.
RetroPie 3.6 works well with a USB audio adapter, and the wireless Dual Shock 4 support still suffers from input lag. However, the Dual Shock 4 input lag is probably a hardware issue with the controller itself, not with RetroPie.
Full details about the improvements to 3.6 can be found on the RetroPie web site. If you are installing RetroPie for the first time, then this is the recommended version.