Hardik,
You are going to have to be more specific in regards to what you are having difficulty with. Based on the geometry of the paper you are citing you will be running a 3D simulation. The membrane and slits will need to be created using linear waveguides. Do keep in mind when dealing with waveguides you must first create a profile describing the cross section of the waveguide and then when you create the waveguide you are creating the path.
I would suggest you check out some of our introductory webinars as I believe they would be very beneficial for someone first experiencing the product, https://optiwave.com/category/resources/webinars/. Look for the link to view all the webinars and find OptiFDTD Introduction.
Scott