There is conjunction of Jupiter and Saturn on Dec 21. And there is another celestial event on that day the winter solstice.
So I'm just wondering that are these two events are related or not?
Not in any way, no.
The December solstice is the moment when the Sun reaches its southernmost point in its daily path in the sky (the June solstice, when the Sun reaches its northernmost point). It only depends on the tilt of the Earth on its orbit and the Sun.
On the other hand, Jupiter and Saturn being in conjunction is a phenomenon that doesn’t depend at all on the Earth’s axial tilt. It does involve the Earth, though, as it’s our vantage point. From Earth, Jupiter and Saturn appear close in the sky then. Seen from Mars, for example, they may or may not appear close together in the sky at the same moment.
The last time a Jupiter–Saturn conjunction happened near a solstice was in June 2000. You can find a list of Jupiter–Saturn conjunctions happening within ±24 hr of a solstice at https://astronomie.quebec/conjsols.html.
Solstices, on the other hand, happen twice a year (one in June, one in December).