From the simulation overall results, for a given hybrid system : consisting of six 600 kW wind machines and three diesel units (for wind speed of 3.91 m/s at 10 m, diesel price of 0.1 US$/liter, 40 m hub-height), there is a capacity shortage of 230 kWh (as viewed in the electrical sheet/window of the simulation results).  In fact, all hybrid systems are showing some capacity shortage? Is it okay?  How can I overcome this?

The capacity shortage occurs because with your peak load of 4,231 kW and the requirement for operating reserve equal to 10% of the hourly load, the peak "operating capacity" requirement is 4,231kW * 1.10 = 4,654 kW.  That exceeds the 4,500 kW of diesel capacity, so without help from the wind turbines the system will experience capacity shortage when the load is that high.  Put another way, when the load is 4,231 kW and all three generators are operating, they are supplying 4,500 - 4,231 = 269 kW of operating reserve, which is only 269 / 4,231 = 6.4% of the load, which is less than the 10% you specified in the Constraints window. 

Of course, the load is very seldom that high, and with no wind turbines the total capacity shortage amounts to only 631 kWh/yr.  The total load served is 16 GWh, so the capacity shortage fraction is only 0.00395%.  HOMER considers that close enough to zero to judge the system feasible.  The 6 wind turbines reduce the capacity shortage to 230 kWh/yr or 0.00144%.

If you want HOMER to tell you the capacity shortage is zero, you can reduce the operating reserve requirement to less than 10% of the peak load (actually 6.4% or less).  But if the load really does vary 10% within that peak load hour and your system can't supply it, you will experience capacity shortage in real life.

Another way to avoid capacity shortage is to increase the size of one or more generators so their total capacity is at least 4,654 kW.  They they will be able to meet the peak hourly load plus the required operating reserve.