Dear Gaurish
topic is discussed often here.
regarding : "We are currently working on SAP EHS Classic with product Safety and DGM modules and want to Activate EHSM."
=> you need to download and install additional software; if you have no proper EHS/EHSM license to do so you need to get in touch with SAP ; and topic is explained in Online SAP help (links to relevant docuemnts as master installation, support, etc.) Component Extension 6.0 for SAP EHS Management – SAP Help Portal Page
Why do you would like to use EHSM? Are you interested in "Risk" "Incident" "Product compliance" etc. handling?
C.B.
PS: Read this Confused about what is current or successor functionality versus "classic"?