Can anyone tell me, how can I get this browser authentication window ?
This popup is part of the HTTP-Authentication. In order to get it, you need to enable it in your web server. As Wikipedia puts it:
When the server wants the user agent to authenticate itself towards the server, it can send a request for authentication.
This request should be sent using the HTTP 401 Not Authorized response code containing a WWW-Authenticate HTTP header.
The WWW-Authenticate header for basic authentication (used most often) is constructed as following:
WWW-Authenticate: Basicrealm="insert realm"