If you want to setup an IP whitelist, you can. We don’t really block any IPs by default, or have a whitelist you can add IPs to.
Judging by your message, I suspect something is trying to access your website, is unable to, and now they tell you to look for a whitelist. But there is no whitelist, and they just don’t know how our hosting works.
Instead, most likely whatever is being blocked is being blocked by this system instead: