do a >locate sshd_config or a >find / -name sshd_config -print and if there is no file ......
make sure and do a >man sshd and your problems will be revealed( this step is a must ).
As well, do a >man iptables.
I'm going out for a beer. If you havent figured this out in a few hours, I'll be back.
Best of Luck,