Samadhi Shrine is a holy place where spiritual souls meet to pray. You can do the same, or simply observe others as they worship.
When you've spent a bit of time at this sacred place in Penukonda, why not check out Prasanthi Nilayam, Sri Sathya Sai University, and Sri Sathya Sai Museum? They're near Samadhi Shrine and also a hit with many travelers.