It may not be the easiest way / best way, but I use iptables-persistent to do so
Once installed, launch sudo dpkg-reconfigure iptables-persistent to save your iptables

You can run the following command to save the current rules in /etc/iptables/rules.v4 and /etc/iptables/rules.v6:

sudo service iptables-persistent save

root@change:~# sudo iptables -A INPUT -s 193.201.224.186 -j DROP
root@change:~# cat /etc/iptables/rules.v4

*filter
:INPUT ACCEPT [415:61359]
:FORWARD ACCEPT [0:0]
:OUTPUT ACCEPT [398:101696]
COMMIT

root@change:~#

Why there is no 193.201.224.186 in the file /etc/iptables/rules.v4?

sudo dpkg-reconfigure iptables-persistent can do .