why?just open a terminal and type "man iptables" or for that matter any other commands.
Also
do remember lokkit or firestarter(GUI) or anyother are all control scripts for basic netfilter iptables.
for making u know that u got iptables installed :
in terminal type and enter:
^^ this will list u the current fw rules.like ports opened for ur torrent client,the dns server lines etc.iptables is very much superior to any windows fw fyi.
infact if ur security paranoid,u can try selinux package too.used by american mil.
if u got doubts with any command,try "man cmdname" to get its use.most cmds got man pages.
And ur Ubuntu is based on Debian,which is used by US for sending space craft outer space due to err,the reliability of famous OS .