Actually I have created fltk window with widgets, and it must remain always on the top even the other application window is active. I don't know how to make it always on top. If this is possible in fltk or we have to go for xlib , in both case i need the step by step procedure to achieve this.

Hey, im pretty sure the answer to this is to use http://www.fltk.org/doc-1.3/classFl__Window.html#dbcee49a29aaeaef961b235035a127a5 or http://www.fltk.org/doc-1.3/classFl__Window.html#a95384f21fd3d1b559e116f9298e97c2
non_modal sounds like the kind of thing you want, modal wont allow you to access your other app window at all.
one caveat though is that it doesnt work with certain x window managers.
i have tried this with RHEL 5 XFCE and the NVIDIA X-Server and can confirm it doesn't work for me. I'm fairly sure there's actually no way to do this for my x-server or window manager, it's a kind of user decides situation.
i know from certain other multi-platform (Firefox, Maya) apps i have tried that have children windows, under linux (KDE, Gnome, XFCE all do it) they always disappear behind the main window when you click on it, whereas on Windows and OSX they work fine.
the only app that seems to manage this is wine, for instance in Photoshop the pallets, toolbox etc all stay on top, but i don't think the window manager even knows about them...