Suppose i want glow a LED for only one time,can i program it in void Setup() itself ,pls clarify as i am beginner
yes, setup() is run once and writing the code needed there, will do the trick.
You can even leave the void Loop() empty if you would like.
loop() is run continuously once setup() has ended. If you want to run a process once, it's possible in loop() as well, but will require some code to check whether it has been run before and if so skip the routine that glows the led.
Empty or not, you do need both setup() and loop() to be able to compile/upload your sketch.