The first step in understanding the poems in the Norton Anthology is to read the introductions to each section for background. For the poems themselves, you would probably benefit from reading a general textbook about how to understand poetry. X. J. Kennedy's Introduction to Poetry is a good starting point. To understand a given poet, you'll find that the more poems you read by a specific author, and the more familiar you are with a specific style and period, the easier it will be to understand any individual poem. Another issue is that there is a common body of knowledge that most English poets simply assume that you have mastered. Any poet writing in English before approximately the 1920s would simply assume that any reader would know the major Greek and Roman classics, the Bible, the Book of Common Prayer, earlier famous writers like Shakespeare and Milton, and a good overview of European and British history. In the case of "Mont Blanc", for example, Shelley assumes some basic knowledge of the geography around Mont Blanc, a background in Platonic philosophy, and some knowledge of geology (as it was understood in his own period).
What I would personally recommend to you as a student is to take a basic Western Civilization or Humanities course, and perhaps one on classical and Biblical backgrounds to English literature. Both will really help you understand the contexts for the poems in the Norton.