Important Auth0 action required by September 30, 2017 - New IP Addresses in Europe

I got this mail today, we are operating from UK, my question is we haven’t configured any IP to allow traffic till now do we need to do now? How it worked previously?

As mentioned in the email in some situations you may not need to perform any other action besides reviewing your integration to make sure you would not be affected, in particular:

You will need to take action to allow traffic from the additional IP addresses if you are making service calls originating from one or more of the components mentioned above and your services have firewall rules restricting access.
(emphasis is mine)

According to the information provided I would assume that your integration either does not perform any calls to external services from within the Auth0 components mentioned or it does so to external services that are not beyond a firewall and that openly accept traffic coming from the general Internet. This would explain why you never had to perform any special configuration.