We study the interactions and directed assembly of dipolar nematic colloidal particles in planar nematic cells using laser tweezers. The binding energies for two stable configurations of a colloidal pair with homeotropic surface alignment are determined. It is shown that the orientation of the dipolar colloidal particle can efficiently be controlled and changed by locally quenching the nematic liquid crystal from the laser-induced isotropic phase. The interaction of a single colloidal particle with a single colloidal chain is determined and the interactions between pairs of colloidal chains are studied. We demonstrate that dipolar colloidal chains self-assemble into the two-dimensional (2D) dipolar nematic colloidal crystals. An odd-even effect is observed with increasing number of colloidal chains forming the 2D colloidal crystal.