There is no native way to link the JIRA systems together if you have two installations. Atlassian generally expect you to install things in one place, so everyone is working together on the same thing.
If you do keep them separate, you're going to need to work out a method of getting the two to "link". You can set up basic stuff like pointers to each other, and application links, but they don't do a huge amount on their own. The question is what you want from the links - partial or full issue synchronisation is the most likely answer and that's not easy.
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