I don't know if I understand your question right. But there are several errors in your code. There are missing coordinates such as (a) and (b). I commented the last code in your tikzpicture environment to make your code compilable.
\documentclass{article}
%\usepackage{easybmat}
%\usepackage{ifthen}
\usepackage{tikz,amsmath}
\usetikzlibrary{matrix,fit,calc,decorations.pathreplacing}
\begin{document}
\begin{tikzpicture}[baseline=(m.center)]
\node[minimum height=0cm,minimum width=0cm] (m) {};
\path[shade,draw] (0,2) -- (0,5) -- (3,5) -- (3,0);
\draw (0,0) --(0,5);
\draw (3,0) --(0,2);
\draw (3,0) --(3,5) node [midway,right] {\color{red}*P}; % Place the node at right of the middle of the path. You can also use pos=0.5 in place of midway.
%\draw[ultra thin, loosely dashed] (a) -- (m.west |- a) (b) -- (m.west |- b);
\end{tikzpicture}
*P
\end{document}

easybmat package throws error when I compile but uncommenting it seems to work. The \begin{equation} should be closed by and \end{equation} and \begin{bmatrix}..\end{bmatrix} should be placed inside the equation environment. But \[<code>\] should not be used here.
Here is the modified code.
\documentclass{article}
%\usepackage{easybmat}
\usepackage{ifthen}
\usepackage{tikz,amsmath}
\usetikzlibrary{matrix,fit,calc,decorations.pathreplacing}
\begin{document}
\begin{tikzpicture}[baseline=(m.center)]
\node[minimum height=0cm,minimum width=0cm] (m) {};
\path[shade,draw] (0,2) -- (0,5) -- (3,5) -- (3,0);
\draw (0,0) --(0,5);
\draw (3,0) --(0,2);
\draw (3,0) --(3,5) node [midway,right] {
$\begin{bmatrix}
wn_{1} \\[0.3em]
wn_{2}
\end{bmatrix}$
}; % Place the node at right of the middle of the path
%\draw[ultra thin, loosely dashed] (a) -- (m.west |- a) (b) -- (m.west |- b);
\end{tikzpicture}
*P
\end{document}

Looking at the given link, if you want to put the figure in an equation environment, then that's okay too. But you have to define the whole figure with respect to the (m) as done by percusse in his answer. Otherwise, the solution will not work. Perhaps, what you are after is
\[
\begin{tikzpicture}[baseline={(3,2.5)}]
\node[minimum height=0cm,minimum width=0cm] (m) {};
\path[shade,draw] (0,2) -- (0,5) -- (3,5) -- (3,0);
\draw (0,0) --(0,5);
\draw (3,0) --(0,2);
\draw (3,0) --(3,5); % Place the node at right of the middle of the path
%\draw[ultra thin, loosely dashed] (a) -- (m.west |- a) (b) -- (m.west |- b);
\end{tikzpicture}
\begin{bmatrix}
wn_{1} \\[0.3em]
wn_{2}
\end{bmatrix}
\]

Edit
As requested, here is the code for the braces.
\documentclass{article}
%\usepackage{easybmat}
\usepackage{ifthen}
\usepackage{tikz,amsmath}
\usetikzlibrary{matrix,fit,calc,decorations.pathreplacing}
\usepackage{amsmath}
\begin{document}
\[
\begin{tikzpicture}[baseline={(3,2.5)}]
\node[minimum height=0cm,minimum width=0cm] (m) {};
\path[shade,draw] (0,2) -- (0,5) -- (3,5) -- (3,0);
\draw (0,0) --(0,5);
\draw (3,0) --(0,2);
\draw (3,0) --(3,5); % Place the node at right of the middle of the path
%\draw [ultra thin, loosely dashed] (a) -- (m.west |- a) (b) -- (m.west |- b);
\draw [decorate,decoration=brace,xshift=-2pt] (0,0)
-- (0,2) node[midway,left] {$\scriptstyle n_s$};
\draw [dashed] (0,0) -- (3,0);
\end{tikzpicture}
\begin{bmatrix}
wn_{1} \\[0.3em]
wn_{2}
\end{bmatrix}
\]
\end{document}