Generally it will work fine and you do not need to do anything.

However the GDAL grid drivers will need to be updated if you have opened any of the following grid types -

Encom 

Geopak

Geosoft

Landmark

Mapinfo Raster (MRR)

USGS 

Vulcan

Then you must re-install or upgrade Discover Add-In to install the correct version of these drivers to match ArcGIS Pro.

To do this, simply start ArcGIS Pro and Discover will notify you of an update available, download and install this.

If you are notified and have to current version, uninstall Discover for ArcGIS Add-In from the Control Panel. Then re-install it.

If you wish to download the latest Discover Add-In for ArcGIS install, contact support.discover@dataminesoftware.com