Thanks, I changed the command accordingly and it worked. My command is :
java -jar /path/to/gatk3.8.jar -T RealignerTargetCreator -R /path/to/Homo_sapiens_assembly38.fasta -known/path/to/Homo_sapiens_assembly38.known_indels.vcf -known /path/to/Mills_and_1000G_gold_standard.indels.hg38.vcf -I HG100.bam -o HG100.IndelRealigner.intervals
But, still I didnt get the mystery of exons.hg38.bed. In the above command I removed it and it worked.