I want to know is there interaction between photon and electric or magnetic field? In other word can I deflect photons by electric or magnetic field? If it is possible, under which condition one can deflected photons direction by electric or magnetic field practically?
Photons don't carry an electric or magnetic charge, so shining a light near a magnet will not deflect the light beam. Neither will an electric charge affect them.
Again using the light / torch example, if photons did all carry, say a positive change, the beam of light of a laser would spread out as soon as it left the end of the instrument.
"is there interaction between photon and electric or magnetic field" With an everyday magnet not so much. With the strongest magnet in the universe, comprised of a super dense substance such as a magnetar (which is dang near a black hole but it's a type of neutron star) You can actually split the photon into two photos!
Since electric and magnetic field really are photons the question you are asking can be rephrased as: "Are there any photon-photon interactions nature?"
From a quantum-electrodynamics (QED) perspective the answer is YES! However at tree level there are photon-photon procedures. This is mainly because photons only couple to charged particles such as electrons and quarks.
There is however higher order processes which involve virtual electrons that enable photon-photon scattering.
With that said these processes occur at photon energies comparable to the electron mass. This is far from the long wave-length limit that typically constitute macroscopic electro-magnetic fields. Thus in an experiment of the type you are suggesting measuring this effect would be difficult.
ADDED BY REQUEST IN COMMENT: I have not done any proper loop calculations myself so I do not know precisely where to start looking for the details of photon-photon scattering. For an introduction to QED you could use either Peskin & Schroeder or Mandl & Shaw. Perhaps this case is covered in one of these books.