Hi Amit,
1> Is there more connection to do?
Connect the ground lines together.
2> Should i bypass max232 IC from board?
If you are connecting the gsm module through db9 connector then you must use max232 at the microcontroller end.
3> How to check OK response after every AT command?
Take this piece of code,
send_serial(“ATr”);
delay_ms(2000);
Instead of using a delay, try something like this;
while ( strcmp( “OK” == receive_serial_string () ) );
where, “receive_serial_string ()” is a function which you have to write, that can read a string from the serial port. The statement will loop there itself until the received string matches with the required sting “OK”