newbie question

Hi, just new to arduino...
when I plug to usb port pwr led lights up then a yellow led labeled (L) blinks : is this the normal behaviour ?

I tried the leb blink example connecting a led to pin 12 with a 220homs resistor then to ground, modified the led blink example but nothing happens but if I plug the led into port 13 it blinks even though the loaded program specifies pin 12

any enlightnement welcome....