In Form Grid, there are html, file, image as options of Format type. You may want to have a look on tht.

I am using community edition.But Form Grid available in enterprise.

I think that in any case in the loading of the Grid, from the Bean Shell you can assemble a text string that contains a link. From this point of view you can recover all the features from the grid.

Another way is that if it is only to visualize information, you can put embedded in an iframe a datalist with all the links you need. See https://dev.joget.org/community/display/FORUM/Embed+Joget+Datalist+inside+Joget+Form

This will loss grid functionality. And in grid it has JDBC binder to Join two or more tables using query. But using your approach its not possible.

" Assemble a text string that contains a link" i tried but it showing text along with html tags.

Please Help is possible to show Export option for Grid?

I understand that there is no JDBD in a Datalist in the community version. However, Datalists can be directly related to a view (of the database). Here's how to do it: https://dev.joget.org/community/questions/26116236/answers/29822504
In this way you can have a form (through iframe as in the example I mentioned before) with the export services you require.
I did not know that you could not embed html code in the grid. However, I also believe that it is not possible to export the grid records directly, but something should be done from the Store of the grid through the bean shell.

Thanks for your answer.