I couldn`t find it in NeHe (great thanks to this site - it save my life literally), how to create a filled circle (there is GL_TRIANGLE, or GL_QUAD, but not GL_CIRCLE...). I need a cilinder with closed ends, to draw a "person" - I`m creating a simulation with simple graphics :). Anyone could help me? I really would appriciate it.

There is no built-in circle.
You will need to draw it from triangles.You can use a triangle fan for example the first vertex will be the one in the center of the circle and the others will be the on the circle.

example

Read up on lesson 18 how to do cylinders, then add caps by using gluDisk, look it up on the glSDK