Hello
I am a new user to adruino and I need a help to building my security system by connect Arduino to numrical key pad
please anybody can help me to make it ,Knowing I have no idea about what I need of hardware and how I can programing it ?
Are you making this safe from scratch or trying modify an existing one?
For hardware you will obviously need a keypad 
You can either buy one or make one.
There is a nice keypad library you can use to learn from and it also has example sketches you can play with.
As for the safe, if you're making it from scratch, you could use a locking mechanism (of which, i'm not sure where you can get one) or you can make one yourself with a servo and a few other bits.
What exactly are you looking to do?
Take a look here : Arduino Playground - HomePage