Is there any tutorial which i learn more about it?
All i want to know is to how to check what ports are open and what are closed,and how to add dynamic ip adress for specific port.
Or is there are web gui which could help in this.(like ip cop which which is stanalone linux)

There are numerous GUIs for setting up the firewall.
The iptables documentation has really improved in the past few years, so a good place to start would be:

man iptables

I've found most 'tutorials' to be pretty poor - rather than explain things they just say "type in blah and blah and blah" and you don't really learn anything about how to control what comes in and what goes out and what gets forwarded.

Which ports are open has absolutely nothing to do with the firewall rules; that depends on what services are running and the connections to those services - in ftp for example, another port is negotiated and the remote machine reconnects on that port. Of course if you drop all packets to a server's listening port then that port is effectively 'closed'.

You can get nmap and run it against your own system to find out what's open.

For know about the open ports on any system you can run Nmap utility, available in pretty cool GUI interface also.

For IP tables you can install webmin, having easy to manage and configure IPtables.

Yeah i just noticed that.I have installed webmin.

'netstat -tupnl' will show you which processes/programs have open ports listening for connections.

Try googling for example iptables rulesets. One i found that had some good examples:

http://oceanpark.com/notes/firewall_example.html

I'm going to disagree with that; have a look at the Iptables tutorial at frozentux. Its probably closer to a manual than a tutorial, and it assumes that you have a solid understanding of networking (...and not everyone does, me included) before you start. Then have a look at the 'tutorials' (well, examples) that you can find scattered aroung the web and see if you can understand what is going on.

I'll certainly agree though that just typing in something that someone else uses is not going to help your understanding much, if at all. And, if you do this in a different context from the one that they had when they wrote it, that can clearly be a security risk.

Try http://www.netfilter.org/

This, for me is the definitive guide http://iptables-tutorial.frozentux.net/ (I think this is what salasi was probably referring to) and I think you can get there from chris's link as well.