Action from dashboard to another is similar to dashboard to sheet.
Follow below steps:
1. Create both the dashboards required.
2. Press Ctrl+Shift+D then edit action dialog box opens. Click on Add action drop box and select filter.
3. Select the source and target sheets, and the action.
4. Select the field that you want to use to filter from dashboard 1 to dashboard 2.
5. Click Ok. Now click on filter button on sheet to use as a filter.
I have filled a sample one below.(i have provided name of both dashboards and selected select to filter the sheet in dashboard 2)
Hope this helps you.