Are there any connection with sweating and working out?
Does sweating more means that I am burning calories? or is it ok not to sweat while working out?
Sweating is your body's way of cooling down and it has nothing to do with burning calories. If you wanted to measure that you'd look for how much and hard you're panting – that's the fat oxidising away.
The amount of sweat can very a lot from person to person and not sweating during a workout is of course okay but I'd question if you'd really gone as hard as you could have.
I myself don't sweat so much too. But if I workout regularly my body "opens my pores" faster and I sweat a lot more in a shorter time.
It is like everything with your body: If you do it on a regular basis your body will notice it and adapt to it.
Tip: Go to the sauna until you are sweating really much. Now train the next day and you will sweat more (Don't forget to drink enough)
And if you don't sweat AND don't feel exhausted after a workout - Go harder ;)