so i just brought some COB LED to make it into Flashlight , but the thing is , it wont turn on easly , i tried using Arduino just by the 5V and GND and it shine little bit , but when i try using battery case 4x2 (i dont know what its name) using 8 x 1,5V Battery on it, in wont light up not even little bit .
Somebody..
am i missing something here?..
Oh yeah and i also tried to SMD LED , and it fried 3/4 of them , so that indicate High Voltage? (i dunno)
this is the LED

i also tried to SMD LED , and it fried 3/4 of them
What does this mean?
When you say "to SMD LED" it sounds like SMD is something you do to an LED where as SMD is a description of an LED standing for Surface Mount Device. If by "to" you mean "two" then how can you fry 3/4 of two LEDs.
i tried using Arduino just by the 5V and GND and it shine little bit
How was the Arduino powered? If through the USB then there is a thermal fuse that limits the current through the LED.
but when i try using battery case 4x2 (i dont know what its name) using 8 x 1,5V Battery on it, in wont light up not even little bit .
So what was the voltage out of the battery when you measure it without a load and with the LED connected.
And also what type of batteries did you use.
Connecting an LED like this to batteries is a bad idea because the current limit depends on the battery chemistry, you have no control over it.
SMD LED I mean this , 
the Arduino is powered using USB from my Laptop and the 5V and GND through BreadBoard then go through the COB LED
i use Alkaline Battery
and i mean i use 8x 1,5V Battery , i mean a direct eletricity , not through Arduino then> LED COB,
But when use Arduino , i only power it up using Laptop USB Port like this
Laptop > Arduino > Breadboard > LED COB
And when using battery , it's like this..
8x1,5V Alkaline Battery > LED COB
i kinda forgot what to use , because its been 2 years im not playing the Arduino and making stuff my self and experiment , so i kinda not sure (kinda forgot) what is the purpose of Transistor or Capacitor and how to use it , other than that i still had some knowledge of it
except for controlling output and input , i dont know what to use
You need a resistor as a current limiting device in every LED. Circuit for LEDs that draw undear 40mA or so.
For LEDs that draw more you need a constant current driver to ensure that the current is under control.
Look up constant current drivers on Google.