AAWP reports that Nokia is pushing out firmware to their handsets in UK as LTE slowly becomes available on carriers in the region.
Most Lumias heading for UK with LTE hardware had this deactivated to save battery life, as apart from EE most carriers did not support LTE. Even unbranded devices heading to UK were similarly configured.
Now as LTE starts rolling out on Vodafone, O2 and eventually 3 UK Nokia needs to push out firmware to reverse the switch, and has started with the Nokia Lumia 920 on Vodafone.
To see if your handset needs the software update check the Mobile Network page in your Settings Menu. If your highest connection speed is 4G you already have the update, otherwise you need to wait for the update notification.
Handsets which will benefit from the LTE switch include the Nokia 820, 920 and 925, with the Nokia Lumia 625 presumably already appropriately configured.