how to make dense texture bread?
It is hard to say without seeing the whole loaf, but the crust and crumb of that bread look like a pullman loaf.



Pullman bread (usually called pan de mie in Europe) involves baking the bread in a pan with a tight fitting lid. As the bread proofs, it comes in contact with the lid. This restriction causes the bread to retain a very fine crumb since it can't expand too much. This fine crumb, and the soft crust caused by being completely surrounded by a pan, make pullman loaves ideal for sandwiches. 

Sometimes mass-produced proof-and-bake breads for grocery chains will have a similar texture, but it is usually a combination of making the bread with shortening and a bit of sugar for tenderness, and a lot of dough relaxers and oxidizers to control the texture.