is there a way I can link wordpress to forum website on same domain
if you have MyBB forum installed at domain url then you can create a sub-folder named blog
and install wordpress in that 'blog' folder. also use a separate database for your wordpress.
do I use ftp to create a separate folder
^ yes, you can use ftp or file manager utility available at web host control panel.
is there a way a can link my wordpress website in mybb forum, like I want to make a link where users can click on in mybb forum
can you post a link to a different website on top of your forum