I have 5X7 led dot matrix. But I am confused, how to connect it. Because it has 7 pin both the side. So, I am not going to differentiate that which is Row and column pin.

This is the exactly how it looks.

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    \$\begingroup\$ Type the markings from the side of the part on Google and find its data sheet. It will show you what each pin is for (the pin out). \$\endgroup\$ – Ricardo Nov 22 '14 at 8:36
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    \$\begingroup\$ If that does not work, try it with a 5V source and a 1k series resistor. Some work, but can be done. \$\endgroup\$ – Wouter van Ooijen Nov 22 '14 at 8:37

You will need to know the pinout of the display. The physical wiring of any device may be completely different from the logical wiring of the device. This is for reasons of manufacturing simplicicty, amongst others. That's why we call them "schematics".

As the commenters have said, look up the data sheet of the device, and that will reveal the pinout. Be sure that you understand from the diagram which end of the device is which, and be sure to work out whether, in the diagram, you're looking at the device from above or below.

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