We have plan to migrate the old physical server to new physical server and the server is a Search Head component in Splunk Environment.
for the new physical server we will be receiving new IP address,
my query is how to configure new IP to the existing Splunk Server Environment
Our Splunk Environment has
1 - Cluster master
4 - indexer
1 - deployment server
1- Search Head
1- monitoring console
1- License Master
DR Servers
1 - Search Head
1- Indexer
1. I'm not sure what you mean by "DR servers" here since in the main environment you have four indexers and you have only one "DR indexer".
2. Search head must be able to contact CM, indexers and LM (there can be additional requirements if you're using Stream but I'm assuming you aren't). So you should simply install a new SH, replicate (most of) the configuration and state (including kvstore contents) from existing SH and you should be ready to go. Just tell people to use the new address or update the DNS entry to point to the new SH.
Remember about adjusting your network settings (firewall holes) for the new SH and check if you don't have any IP-based or certificate based restrictions on your indexer tier.
2. Search head must be able to contact CM, indexers and LM
could you please tell me where to check the search head is connected with CM, indexers and LM in the existing old server
and when we are migrating to the new server where to make the configurations changes to contact CM, indexers and LM
It's not about Splunk components' config as much as your network config.