What Should My Friend Do If Someone Claims to Have Their IP Address?

So, my friend recently received a message on Discord from a stranger who sent a link to a Roblox private server. Despite me warning him, he clicked on the link but quickly exited because it just showed a blank screen. Then this person said something creepy about knowing where my friend lives and made threats about doing something with his IP address. I'm not super tech-savvy, so I'm wondering if there's anything to be concerned about with this? I advised my friend to contact his ISP to see if they could change his IP, but I'm not really sure what else could happen. Can someone clarify what this Discord person could actually do with his IP?