There is is no icon showing up on my AppleTV for HBO Go despite updating my software. I also attemoted to completely reset my AppleTV and re-apply all the updates. Still no icon for HBO (there are icons for some other other items in that update though such as Cruncyroll, Qello, Vevo). ESPN is also missing but I'm less concerned about that.
Apple TV Software: 5.3 (6105)
Region: Toronto / Canada
Not all features are available in all regions. HBO specifically states that HBO Go is only available in the US.