Can we use iMac as the display of Mac book Pro

Yes IF the iMac is either a 2009 or 2010 27" iMac OR if both the iMac and MBP are both 2011 models that have Thunderbolt. Otherwise, no. You are referring to a feature called Target Display Mode, Apple explains on:

Target Display Mode 2009 & 2010 iMacs and Target Display Mode Mid 2011 iMacs

Tried lots of things. Finally bought a mini display to mini display cable and connected the mini display port on the imac to the Thunderbolt port on the Mac Pro and it popped up. Both machines must be on.

Ron