I am doing an analysis of my data to test regression between variables and in need of testing the moderating effect of a categorigal variable (Age group) on the relationship beteen two continuos variables.
Moderating effects are the equivalent of interaction effects, which are covered in the reading that Senthilvel referenced. In general, you want to create a dummy variable for the moderating factor and then multiply that times the independent variable.
Philipp has a good point. You can test an interaction effect between age and your independent variable to examine moderating. In particular, the nature of the interaction with age might well depend on how you dichotomize that variable, so there might be a significant effect when you treat both variables as continuous, which might not show up if you do something like a median split.
Interaction effects between two continuous variables are harder to interpret, but if you do an internet search on that topic you will find several useful resources.