After you bought, you can let the 銀行或證券行 hold it. The 銀行或證券行 will be the LEGAL OWNER of those shares, and you will be the BENEFICIAL OWNER of those shares. ie, the 銀行或證券行 is holding those shares on your behalf.
If you prefer to hold it in your own name, then ask 銀行或證券行 to transfer those shares in your own name, or send to your 中央結算 account.
持實貨 means you are holding the shares, and not warrants or options.