So I wanted to know the feature for linking the projects.

There is a feature to link the elements together. This is the "link an element" section, a section common to all the elements located in the detail area.
But this connection has no influence on planning and resources.

Suppose I have two projects which comes under two different groups ,one is for development and other is for Validation.But
both group are need to be integrated for delivery of the product

But then, if I understand correctly, why not just use your father project?
A father delivery project that will integrate the development project and the validation project? You can then correctly manage your resource groups on each project.

I gues not do not mean "link" but "dependency".
Validation project should not start before end of Development project (or at least end of one phase of the project)
Projeqtor allows to define dependencies between project or between items of the projects.
The constraint is that the user who will do this need to have rights to update both projects.