You need data roaming enabled in your settings if you want to use mobile data abroad in European Union area. Thanks to European Union regulation of roaming charges you have the same condition of using mobile data as you are home. You need to be careful when travelling outside EU with mobile data enabled. When you cross boarder to non-EU state, additional charges may apply.
That is where the app comes into play. It always notifies when you are outside roaming free area with mobile data enabled.
ATTENTION: It is needed to launch application after installation to activate notifications.