Re: VERY NEW to Ubuntu...
You are attempting to learn how to fly by starting out on a 747. This is most definitely not how to begin.
One of the big advantages of Ubuntu is its repositories. There is really nothing that a new user need or should go outside of the repositories for. In your case, specifically, IPtables are managed through UFW. The GUI front end is GUFW. It is downloaded from the repositories either through Software Center of by doing
The whole download-from-I.own.you.com practice is a Windows convention that is one of the many reasons it is a rollicking malware playground. Please listen to @Cheesemill as he is very knowledgeable. I too highly recommend the link he has given you.
sudo apt-get install gufw
To filter IPs using UFW read this How-To.
Newb: How far must I jump to clear the ledge halfway down?
Guru: It's bad to jump off cliffs. Let's look at better options.
Newb: Stop harping about "best practices" and just let me jump.