Note : They are all listed under /proc/sys
For example say I do not want my host to respond to pings (note that this is recommended): This can be done by telling the kernel to ignore all ICMP ECHO_REQUEST's
1. Setting this variable to 1 (or anything other than 0) will make the kernel ignore ICMP echo request's.
2. The 'net.ipv4.icmp_echo_ignore_all' part above specifies the path inside /proc/sys/ to the file corresponding to the kernel parameter. If you use cat to take a look inside this file you will see that all in contains is '1' (the value of the kernel variable)
If you want to save these in a file it's usually in /etc/sysctl.conf (see sysctl.conf(5))