Hi @Akash Venugopal ,
To make your collumn values with links, as you said, you need to drag an action column into the GridCollumns placeholder.

The Header is mandatory because it is the Title that will appear in your collumn, in this case I gave "Name" as title,
In the TextFromBinding attribute I give the entity.attribute name for the values that i want to appear in that collumn.
The ClickEvent handler action will be triggered everytime you click on a specific column cell, and inside that action you should apply any logic you want. At runtime it looks like this:

With any of those values clickable, and triggering the handler action that you defined
Did this help you in any way?
Cheers,
Paulo