The "A" port of a three level bridge needs to be connected to Gain block as shown here:
However, a red line pop-ups and the connections are not possible.
Can somebody please let me know how do we make this connection ?
You have two issues
The bridge block is from the Simscape Electrical components library. Simscape ("physical system") blocks and Simulink (mathematical / numerical) blocks are not directly compatible, see this documentation: Connecting Simscape Diagrams to Simulink....
This is indicated by the different symbols on the connector lines and the connection points of the blocks
You are trying to connect an input port of the Bridge to the input port of the Gain. Work out which way you actually want this signal to go and connect one end of your signal to an output of the Gain or the Bridge. You may have confused things here by flipping the bridge upside-down from its default orientation, so the inputs are now on the right.
An example for a three-level PWM converter (which contains conversions from Simulink to PS and use of the three-way bridge block) is shipped with MATLAB, you can run
uiopen('power_3levelVSC',1);
To view the model. The corresponding documentation is here: https://uk.mathworks.com/help/physmod/sps/ug/ac-dc-three-level-pwm-converter.html