Since i haven't get any reply to this question, i m going to answer my own question for those folks which have same problem.
Read Web Farm documentation, but do not apply all settings in it. Because, some of them really out of date.
First of all to enable Broadcast Caching Provider, download source version of DotNetNuke 4.8.4 and find following file
\Library\Providers\CachingProviders\BroadcastPollingCachingProvider\Install\Install.SqlDataProvider
Open this file with notepad and copy contents.
Login as host and go to Host > SQL
Paste contents and check Run as Script and click Execute.
Then update web.config file to use Broadcast Caching Provider as default caching provider (note that this provider can be painful for slow environments)
After that i have new question about UNC Share:
I keep getting Module Load Warning with UNC Share, if i use local share then it is working.
I applied some settings with kb articles but it didn't work all the time. Sometimes it works, but mostly it is not.