My requirement is to show all k2 categories on a page and link this page to main navigation.
So can any body help me to do it?

Try to make a "top"category, create a menu link (K2 » Itemlist / Category) ti the top-category and use the settings in that category to show the subcategories.
You can hide all info (title, picture etc) for the top-category.
In that way only its subcategories are shown.
Also set catalogue-mode to true.
Had the same problem...