According to this link photons can interact with each other through the creation of other particles. My questions are do they have to have the same wavelength to be able to interact with one another? Is there a wavelength threshold where they start to interact with each other?
1 Answers
There are no forces acting between photons, so they do not interact with each other directly (eg attract, repel, scatter, etc).
If one photon interacts with a charged particle to change its energy in some way, it is possible for that particle to interact with another photon as a consequence of its interaction with the first. There can therefore be a chain of events in which two or more photons participate so that the fates of the two photons become associated in some way. For example, it is possible for one photon to excite an electron in an atom, and for the electron then to relax to its original state and emit a second photon. Personally I would be disinclined to consider that an interaction between the two photons, but in the spirit of your original question I give it as an example.
In principle there is no need for photons to have the same frequency in order to participate in some chain of events involving interactions with charged particles, and I can't, off the top of my head, imagine any universal threshold frequency (although minimum frequencies would apply on a case by case basis depending on the type of interaction concerned).
One practical application in which photons of the same frequency participate in a linked series of events is the production of light in a laser. You can read the details elsewhere.

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1Photon-photon scattering exists, even though there is no photon-photon interaction vertex. – interoception Oct 09 '19 at 11:33
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But this occurs at one loop order or higher – nox Oct 10 '19 at 02:42