It depends. Some application need isolated power supplies. (Just think about an electric vehicle. There is a regulation that states that the high voltage side needs to be isolated from the low voltage side.)
If your application needs such an isolated power supply you need to use Transformers/ Isolated DC/DC converters, optocouplers (or some other means to isolate digital signals).
If your application does not require a separation of the power supplies than a better option is to use one ground plane.
We had a discussion about something similar recently:
You need to connect them in one way or another yourself.
As stated in the discussion linked above, the best way to do this is via an inductor. (See post of @1.21Gigawatts in the given thread.)