Hello,
I am accessing to my MT via winbox. Yesterday I noticed that someone had many attempts to log on the MT, but in vain, as he did not guess password. Could you please advise me how prevent access via HTTP completely and allow only winbox from only my place?

Look into the "IP->Services" configuration as you can disable services there but also restrict access to a specified subnet.

http://wiki.mikrotik.com/wiki/Manual:IP/Services