Whether it is possible to connect Mac Mini to the Macbook Pro? Will it be possible to connect the Mac Mini to the MacBook Pro and use the laptop's screen, keyboard for working on Mac Mini?
Physically through a HDMI cable this isn't possible.

The MacBook Pro cannot take display input, only output.

This goes for any HDMI devices, not just a Mac Mini. You couldn't run a PS4 on your MBP screen for example.

The only way it might be possible is by sharing the screen in a method such as this.