This DIY project will tell you how to use Arduino to control LEDs and make them flashing.
The long leg of an LED is the positive leg, also called the anode. It should connect a digit Pin through 220 ohm resistor. The short leg is the negative leg, also called the cathode, must connect to ground.
Download the loop.ino sketch file, then load it into Arduino.
The six LEDs in the circuit will light in sequence, then in reverse.