In the UK it is most unlikely that an underground pipe will freeze because (1) the air temperature is only a few degrees below freezing and (2) pipes are required to be buried deep enough that they are unlikely to freeze.
It's more likely that you have a pipe above ground level and exposed to a cold draught. Perhaps it is under the floor next to an airbrick or behind a kitchen unit, or in an unheated garage.
If you have a loft tank, the tank will not have frozen but one of the pipes attached to it may. You would be well advised to turn off your main stopcock and turn on the taps, so that in the event of a thaw any supply pipes will not be under pressure and any melting ice can escape.
It's more common for a compression joint to be forced apart by expansion that for a pipe to burst.
If your boiler is in an unheated space, such as a loft or shed, freezing could be expensive, so it is best to have a frost stat that will keep the boiler circulating warm water when it nears freezing point.
Don't try to thaw pipes with a blowlamp or similar. A hair dryer is very suitable and won't burn your house down.
When you have discovered the frozen pipes, measure their diameter (probably 22mm or 15mm) and buy some pipe lagging. The "bylaw" grade is best and very thick. Where it won't fit, economy grade is better than nothing. It is made of stiff plastic foam and you can cut and shape it with a serrated knife. Seal all joints with the tape. It does not absorb water so maintains its insulation, unlike wet fibreglass or old hessian. Don't use the felt, it is only useful to cushion clicking or squeaking pipes.
Insulation slows heat loss, but does not prevent it. You can get "pipe heaters" which are very economical in electricity, and do not get hot enough to start a fire. A fan heater in a dusty loft might.
To cheer you up, here are some pics resulting from a burst loft pipe while the house was unoccupied over the weekend.