Do I have anything to worry about with my iPhone 6 is there a software down load for iPhone 6

The security issues you are currently hearing about only impact iPhones running iOS 13.x and iOS 14.x. The iOS 12.5.1 update recently released for your iPhone address some different security issues.

Is that a typo? You should be running 12.5.1. And no it does not apply to you.

The iPhone 6 cannot be upgraded beyond iOS 12.x.x.x. It does not have the needed components to run the newer software.

So if I'm running iOS 12.4.1 That Apple security warning doesn't apply to me?