define sharing rules requires a program object already existing but I don't have that and I don't even know which module says to create it and that's why I am not able to complete this challenge.can you tell me what should i do about this.

Hello @Nitisha Tanwar, please make sure to take this module from 1st unit. 

You should take the module, from the first unit to the last one, to be able to pass this module, especially the second unit to sign up for your specific dev edition : 

https://trailhead.salesforce.com/content/learn/modules/data_security/data_security_org

Eric