If my opponent plays {man-o'-war} can I kill it with a {lightning bolt} before its enter the battlefield resolves? Does ETB go on the stack?
Abilities exist independantly of their source.
Creature enters
State base is checked before giving active player priority
Trigger is found
Trigger is placed on te stack
If active player has nothing they want to do before the trigger resolves then they pass priority to you
You may cast bolt
Pass priority back if youre done
If no response the bolt resolves and prioity is returned to you
If no further action then the ETB resolves.
Short answer: killing it doesn't stop it's etb from happening.