Link two windows in WPF + MVVM light

No, this is not valid. The VM should not contain any UI code.

There are many different ways of doing what you want. I like to use a service class. Below is a basic (incomplete) service that you can use. You will need to update it for your needs.

public interface IWindowService
{
    void ShowWindow<T>(T viewModel);
}

public class WindowService : IWindowService
{
    public void ShowWindow<T>(T viewModel)
    {
        var window = Application.Current
                             .Windows
                             .OfType<WindowDialog>()
                             .FirstOrDefault(x => x.Content?.GetType() == viewModel.GetType());
        if (window == null)
        {
            window = new WindowDialog { Content = viewModel };
            window.Title = "This is a title";
            window.Owner = Application.Current.Windows[0];
            window.Show();
        }
        else
        {
            window.Activate();
        }
    }
}

Here is the WindowDialog Window to host the "Window Views":

<Window
    x:Class="MvvmShowWindow.WindowDialog"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"

    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
    mc:Ignorable="d"

    WindowStyle="SingleBorderWindow" WindowStartupLocation="CenterOwner" SizeToContent="WidthAndHeight">

</Window>

Next we need a couple of test "Window Views":

<UserControl
    x:Class="MvvmShowWindow.Window1View"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    Height="300" Width="600">
    <Grid>
        <Viewbox>
            <TextBlock Text="WINDOW 1"/>
        </Viewbox>
    </Grid>
</UserControl>

<UserControl
    x:Class="MvvmShowWindow.Window2View"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    Height="300" Width="600">
    <Grid>
        <Viewbox>
            <TextBlock Text="WINDOW 2"/>
        </Viewbox>
    </Grid>
</UserControl>

And matching ViewModels for the "Window Views":

class Window1ViewModel : ViewModelBase
{
    // The "Window View" VM code goes here...
}

class Window2ViewModel : ViewModelBase
{
    // The "Window View" VM code goes here...
}

Next we need to associate the VMs with the Views. Here I do it in the App.Xaml:

<Application.Resources>

    <DataTemplate DataType="{x:Type local:Window1ViewModel}">
        <local:Window1View/>
    </DataTemplate>

    <DataTemplate DataType="{x:Type local:Window2ViewModel}">
        <local:Window2View/>
    </DataTemplate>

</Application.Resources>

Now we are ready to use the service in the MainViewModel:

public class MainViewModel : ViewModelBase
{
    public MainViewModel()
    {
        ShowCommand = new RelayCommand<string>(CommandShow);
    }

    public ICommand ShowCommand { get; }
    private IWindowService Service = new WindowService();

    private void CommandShow(string msg)
    {
        switch (msg)
        {
            case "w1":
                Service.ShowWindow(new Window1ViewModel());
                break;

            case "w2":
                Service.ShowWindow(new Window2ViewModel());
                break;
        }
    }
}

And the MainWindow to run the test:

<Window
    x:Class="MvvmShowWindow.MainWindow"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
    xmlns:local="clr-namespace:MvvmShowWindow"
    mc:Ignorable="d" WindowStartupLocation="CenterScreen"
    Title="MVVM Windows" Height="350" Width="525" >

    <Window.DataContext>
        <local:MainViewModel/>
    </Window.DataContext>

    <Grid>
        <StackPanel VerticalAlignment="Center" HorizontalAlignment="Center">
            <Button Content="Window1" Margin="10 5" Padding="10,5"
                    Command="{Binding ShowCommand}" CommandParameter="w1"/>
            <Button Content="Window2" Margin="10 5" Padding="10,5"
                    Command="{Binding ShowCommand}" CommandParameter="w2"/>
        </StackPanel>
    </Grid>
</Window>