What should I do if any enemy had entered on my territory coordinates?

If you are worried that they will attack then you can protect yourself with a shield. If you are not able to do this then you can make yourself less of a target by using up as much spare resources (those shown at the top of the screen) so there is nothing for them to take.

To avoid troop losses you can send your legions to gather at far away plots.

Or you can teleport away if you are able to.