I have just got my S4 in the UK from o2 and I have this feature its not an app its one of the features in the notifications bit at the top when you swipe down...where your WIFI , Bluetooth etc settings are.
On AT&T here and do not have the option. I'm guessing this is because AT&T has its own POS "Smart Wifi" app pre-loaded as bloatware with our model and they want you to use their app.
