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If you want to setup firewall rule with UFW use the one of the following procedure
Solution 1
You can install gufw to manage UFW through GUI
sudo apt-get install gufw
Solution 2
If you want to Open tcp range from 33400 to 33444
Use the following syntax from your terminal
ufw allow proto tcp to any port 33400:33444
Solution 3
1) First you need to edit /var/lib/ufw/user.rules file
gksudo gedit /var/lib/ufw/user.rules
Now you need to add your rule after ### RULES ###
# Test rule to Open tcp range from 33400 to 33444
-A ufw-user-input -p tcp --dport 33400:33444 -j ACCEPT







Editing user.rules directly is not recommended because the file is managed by ufw and these changes will be lost the next time a rule is added, modified or removed via ufw or gufw. Please use solution 1 or 2 instead.
There is a type in the command line:
gksuo gedit /var/lib/ufw/user.rules
gksuo should be gksudo…
Updated main article.Thanks for your comment