I need apply deny any rules (deny all traffic and any IPs) for the IP client or IP ranges that aren't in some IP-range configured in MWG.
If the client IP in not in any IPrange or IP client = BLOCK
I need apply this "deny any" in the last part of the rules.
If someone have information about this, please let me know.
if I understand you want to have a list of IP Ranges such as
If a client accesses MWG from any of these IP ranges access is granted. If a client comes from an IP address that is not part of any of these ranges then block.
If that is what you want to do I would create two rules into the rule set you already made:
First Rule: Client.IP is in IP Range List "My IP Ranges" Then Stop Rule Set
Second Rule: Always Block
By doing so all clients from IP ranges listed in "My IP Ranges" do not run into the block rule. All other client IPs run into the block rule and access is denied.