is every Block of blockchain is connect to each other? like as we create a new block , so it will connected to existing Blockchain or it will create a new blockchain?
Yes, every block (except the first one) gives reference to the previous block, and it's not possible to change a part of the block without invalidating it.

To create an altcoin, you have two options:

1) Fork the blockchain by using invalidateblock, which permanently considers a block and the following blocks invalid, then create your alternative chain.

2) Generate a blockchain starting from the genesis block.