Shareholders are requested to approach any Depository Participant having registration with SEBI to open a Demat account.
You may visit website of the Depositories viz. NSDL or CDSL for understanding about the demat procedure:
NSDL website: https://nsdl.co.in/faqs/faq.php (dematerialisation)
CDSL website: https://www.cdslindia.com/investors/open-demat.aspx