Insert into int8range from columns of another table
It's so simple:

INSERT INTO indexces_grid ("Row2")
SELECT int8range(ipfrom, ipto, '[]')
  FROM citydetails;


The documentation linked above tells you all.  

Note that one has to use the three-parameter form of the range constructor function (here int8range()) to include the upper bound, too.  Using the two-parameter form, the upper bound would be non-inclusive.

I've created an SQLFiddle to show this at work.