Robust control over the position, orientation and self-assembly of nonspherical colloids facilitate the creation of new materials with complex architecture that are important from technological and fundamental perspectives. We study orientation, elastic interaction and co-assembly of surface functionalized silica nano-rods in thin films of nematic liquid crystal. With homeotropic boundary condition, the nano-rods are predominantly oriented perpendicular to the nematic director which is different than the mostly parallel orientation of the micro-rods. The percentage of perpendicular nano-rods are significantly larger than the parallel nano-rods. The perpendicular nano-rods create very weak elastic deformation and exhibit unusual, out-of-plane, attractive interaction. On the other hand, the nano-rods oriented parallel to the director create strong elastic deformation and shows anisotropic, in-plane, dipolar interaction. In both orientations, the induced defects reside in the nano-rods. With the help of a dynamic laser tweezers and using nano-rods as building blocks we demonstrate colloidal analogues of linear polymer chains, ribbons and two-dimensional binary crystals.