What is the sequence of ATC frequencies for final approach at JFK? Recently I was listening to liveATC.net and tried to understand the sequence of operations for the voice communications. 

However, it seems that there are a lot of frequencies for the approach procedure, and I got confused by their names and jobs. For example, the JFK terminal has two approaches (CAMRN 128.125 and ROBER 125.700), one Final approach (Final 132.400) that I don't really know what it is, and one two Tower frequencies (123.9 and 119.1). So the question is, (1) I think the tower will be covering the final approach but what is the "Final 132.400" frequency for? (2) when and where (e.g., distance from the airport) the aircraft will be handed over from one frequency to another? Does the tower frequencies only cover up to 5 nautical miles from the airport?
"Final 132.400" is final vectors (sometimes called 'final sector'), an intermediate stage between approach and tower. Whichever route an aircraft arrives, the relevant approach controller will hand it over to 'Final' for final vectoring onto the relevant final approach. Once the aircraft is established on that final approach (with proper spacing), it is handed over to tower.  

I would recommend listening to Final first, whilst simultaneously watching a certain well-known flight radar website. It may take a few minutes to get 'in sync' with what's going on there, but you should soon get the gist of it. Then listen-in on the approach sector(s).