Iptables is in the Ubuntu kernel. What you are looking for is a gui configurator. Both Guarddog and firestarter are available in the feeds. You may not have the apt repository in your apt sources.list. Did you enable Universe when you set up apt? If not, see here
http://ubuntuguide.org/
Look under "enabling additional repostitories" near the top. Once enabled you can easily get a gui for iptables configuration.
