Hi Rahul, could you please describe your problem in more detail. The page you linked to has multiple steps:
Before we start, you need to go to Admin (its on the top menu bar, between Visualization and Help). If you do not see Admin you are not an admin user. Admin users are configured in the main Galaxy configuration file,
galaxy.ini (in the
config/ directory of the Galaxy server).
Then one you are in Admin, you want to select Search Tool Shed which is in the left bar under the section called Tools and Tool Sheds. By default you should only have one option here, "Galaxy Main Tool Shed". Select this and choose "Browse valid repositories". You are now going to the Tool Shed page and here you can search for tools as described in step 2 (presuming that you know the tool's name).
You will need to complete step (1) if you also want to install the Tool Dependencies - i.e. if the actually tool package (e.g. bwa for the bwa tool or blastall for the BLAST tool) is not in the PATH of the Galaxy server.
If you'd like to know how Galaxy finds the command line tools it needs, look at the dependency resolver documentation.
P.S. this - installing a Tool - is a good candidate for a Galaxy Tour. :)