A 38-year-old Cuban refugee was arrested last night after he allegedly threw a Molotov cocktail at the building housing the Cuban mission to the United Nations at 6 East 67th Street. The refugee, Raul Tamayo, at about 10:30 P.M. ignited a rag in an empty soda bottle and threw the bottle against the building, according to the police. The bottle exploded, but there was no damage. Mr. Tamayo, a clerk, was charged with malicious mischief.