The underlying level of nature is quantum mechanical, and the theory that describes the behavior of matter is the standard model of particle physics. All classical behaviors emerge from this underlying quantum mechanical level.
The photon is a massless particle and classical electromagnetic waves , for example light, emerges from a huge number of confluent photons.
can one touch mass-less things?
The particles interact, and the interaction can be felt as a "touch", for example light falling on your hand and felt as heat is the interaction of innumerable photons with your skin. The interaction with the retina of the eye and the transfer of the interaction to the brain builds an image of the world in our brains
If not then why the light get refracted by the tiny particles present in air
The massless photons scatter off the tiny particles and the light built up by them changes direction/refracts because of the interaction.