How to make the page numbers like the above one and insert posts into it ?
It's called "Pagination" bro, there are several WordPress plugins which can do this. You can try "WP-Paginate" and let us know whether it's working for you or not!
but with this plugin we need to make changes to the Code of the theme.is there any other plugin which doesn't require to make change to the code?
To override the existing functionality in the theme, we badly need to replace the code bro!