Supreme Court rules that police do not have constitutional duty to protect person from harm, even woman who obtained court-issued protective order against violent husband which made arrest mandatory for violation; decision overturns ruling by federal appeals court in Colorado; it had permitted lawsuit to proceed against town of Castle Rock, whose police failed to respond to woman's pleas for help after her estranged husband violated protective order by kidnapping their three children, whom he eventually killed; in another ruling, Supreme Court rebukes US Court of Appeals in Cincinnati for reopening death penalty appeal, on basis of newly discovered evidence, after Supreme Court had ruled on matter; 5-to-4 decision involves convicted murderer Gregory Thompson (M)