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also since photons have zero rest mass, we cannot apply coloumbs law , can we ?
Photons and electromagnetic waves are different interpretations of the same thing. Classically, electromagnetism is thought of using the idea of a continuous field. That field can propagate like a wave, so we call it as such. However, in quantum mechanics (really quantum field theory), it turns out that the electric field should really be represented by particles, not waves, and those particles are called photons.
Either way, electromagnetic waves do not interact with other electromagnetic waves (or in quantum field theory, photons do not interact with other photons) which is a relief, because that would make everything exceedingly complicated. For one thing, we would not be able to use the superposition principle to add electric fields. We got off easy with electrodynamics, but quantum chromodynamics (the study of the strong nuclear force) was not so lucky.
To answer your second question (though it may be obvious from the first answer) photons are not charged objects, so Coulomb's law doesn't apply.