Like any other Binding 
Goto Things, press the blue plus button, select the Shelly Binding and hit the blue scan button.
Even after the scan, inbox might still be empty, just give it a couple of minutes.
Not in all, but in some bindings (also in the Shelly-Binding) I can find a scan button, but not in the Shelly-Beta-Binding (which should support the BLU devices):
This is odd, it should work…
Ah, needs to be active
You have missed to install the required californium packages. Please read the instructions for Beta/Dev Binding versions.
Thank you very much. It had some challenges to get the californium package installed. The sudo commands have been unknown (terminal on synology docker), and I could not solve it.
But I read a hint with the Tradfri binding. That installed the needed packages 
. (Btw: is it not possible to include the californium packages also in the shelly beta binding in the same way?)
I uninstalled the Tradfri bundle via console, but in openHab it is still shown as installed!?
Nevertheless, the most important good news are now, that I could auto discover the shelly things. 
Now I have some other challenges, but this thread can be seen as solved in my opinion. I might open other threads correspondingly. 
Many, many thanks for your patience and support!!!
You could just download the packages from Markus repository and place them into your addons folder before adding the shelly beta binding.
Many thanks. I tried that out, but it worked only “partially”. I copied follwing files in the addons folder:
Then I installed the Beta-Binding in OpenHab. I checked by listing the bundles:
Unfortunately the binding was again not active and scanning for things was not possible.
But I followed another hint. After removing of the binding and the Californium bundles, I entered “feature:install openhab-transport-coap” in the console and the Californium packages have been installed:
Then I installed the beta binding in OpenHab, and all bundles are active now:
Also scanning is now working:
And it is working pretty well now 
.