So does any Linux have a built in firewall?

I hear that the Linux kernel has a firewall called iptables built in and working. How secure is it? Is it included with Arch by default? I am just wondering because there is a package called iptables in the repos...

Well, this might help you better and give you a basic understanding of the subject, http://wiki.archlinux.org/index.php/Firewalls. As far as I can tell, iptables is the only firewall linux has, and is as powerful and secure as you make it. I have been using shorewall, which is another application for managing iptables in an easy more logical way, for managing my iptables firewall and my firewall pass the shields up! test with perfect stealth, so it really can be secure.

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