I think you are talking about what happens in Chapter 8. Dimmesdale has just been trying to convince the governor that Pearl should be allowed to stay with Hester. He has been arguing against the idea that Hester deserves to have Pearl taken away because she has been a bad mother.
Pearl goes over to Dimmesdale and grabs his hand and holds it against her cheek. This is unusual for Pearl because she is rarely tender -- she is usually more passionate. By acting in this way, Pearl shows us that she really has a connection with Dimmesdale, even though she does not really know he is her father.