The firewall checker checks the PBX ports and not the Twilio ports. But it also checks if you can accept messages from other IPs and ports. If it passes then you are good to go.
The audio ports Twilio will be using are negotiated during the call. If you did not have to open their previous ports in the past you do not need to open these ones either.
The email from Twilio is to ensure that people with locked down firewalls will not have any issues accepting audio from other ports.
So the question is do you have your firewall locked down to only accept calls from Twilio IPs and ports? If the answer is no then you do not need to do anything. If the answer is I don't know then again you most probably do not need to do anything.
If you have locked down your firewall and you only allow traffic from specific IPs and ports then you probably already know what to do to allow the additional Twilio ports.
