What they said. Warming up in a literal sense, in that the instrument should be at a “comfortable” temperature. As I have been told, a general rule of thumb is that if the temperature is comfortable to you it is generally good for the harp.
When transporting a harp in the cold I always leave the cover on for a while after arriving to my destination to allow it to slowly come to room temperature. If my house is cold and I turn up the heat I always give the harp time to adjust to the temperature change before trying to play.
But I don’t think that the harp itself needs a “warm up” like people do. Once the physical temperature is OK and the harp is tuned it is ready to go.