This behavior is called 'listening' in Mendix: the data view listens to the data grid. Double click the data view and choose 'Listen to widget' as data source type. The data view and the data grid are allowed to be on different tab pages of a tab container. They cannot be on different pages, as Ronald already said.
See also the documentation page of data views.
No, listen containers should be on the same page. You have two options: just put the listen grid beneath the master datagrid (I think the best option) or open a popup with the details of the selected entry.