Yes, I've come to know about all of this very recently. Actually a threat has been identified for the Trinidad and Tobago leg of tournament and International Cricket Council has taken serious measures for it. There will be some extra layers of security and I believe that ICC, being a very rich sports bost, won't let any stone unturned for safety of players and people. No worries.

Also, ICC alongwith Board of Cricket Control in India have safety protocols much similar to that of VVIPs or Highest ranked politicians. A stadium and the city hosting a match undergoes so many security checks before organising a match that there is little to no chance of any terrorist activity.

These kind of threat posting by militant organisations is normal because of India's involvement in the tournament. The threats always come prior to big events of Cricket and all of them arise from Pakistan. Also this time it's Islamic State (IS) sitting in Pakistan has been threatening for almost 2 months now. But, TBH, it's just putting on airs. India is such a strong country now that all these Militant organisations know the consequences well enough even for firing a small amout of crackers!

For US leg no terrorist threats have been identified so far. So enjoy the tournament. Media these days only serve consumables with more spices.