You need a Demat account along with broker who is a member of NSE to buy a Gold ETF.
Some of the popular brokerage firms like ICICI Direct, HDFC Securities, KOTAK Securities.
Along with traditional brokerage firms like India Infoline, Geojit, IndiaBulls, Sharekhan also offer a demat account with brokerage facilities.
Once you have a brokerage account you can buy Gold ETF by placing an order like a normal stock order to buy listed Gold ETF. Most of the ETF are listed only on NSE. Unfortunately, BSE does not have any Gold ETF listed on it.:clap: