How can I make my thesis by the stand of "Fear leads a man to pain"... wat does it mean anyway?:(

It might be best to pick another statement for the basis of your thesis, one that you can understand and relate to, within the characters of Lord Of The Flies. For someone to explain, "fear leads a man to pain", does not lend you the insight you need to carry on with your project. You need to define that for your purposes in writing and be able to defend that in your thesis.

Lord Of The Flies is all about fear. Golding seems to be suggesting that fear, and its complications are the source of all evil. Throughout the novel, the boys show fear in many things. They see and hear assorted things on the island and assume them to be beasts to be dreaded. After much disorder and turmoil on the island, a group of hunters offer a gift to the much sought after and feared beast. A young boy, who is not a part of the group of hunters, encounters their gift to the feared beast and he even 'talked' to it, learning the causes of all the evil on the island. The boy attempts to share his discovery in an attempt to end the fear of the beast and to halt the evil on the island. Sadly, he is mistaken for the dreaded beast that apparently inhabits the island. The hunters, in fear, savagely, murder Simon, ending all one's hopes for the end of evil.

But you can say how the fear the boys developed, came after their structure fell apart. Not knowing how to survive, the groups are created in order to survive. What were the consequences of all their fears? Answer that and you have a start on your thesis.