You will need to use HyperLink
<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false">
<Columns>
<asp:BoundField DataField="Item" />
<asp:TemplateField>
<ItemTemplate>
<asp:HyperLink ID="HyperLink1" runat="server" Target = "_blank" Text = "Show PDF" NavigateUrl = '<%# Eval("url") %>'></asp:HyperLink>
</ItemTemplate>
</asp:TemplateField>
</Columns>
</asp:GridView>
protected void Page_Load(object sender, EventArgs e)
{
if (!Page.IsPostBack)
{
DataTable dt = new DataTable();
dt.Columns.AddRange(new DataColumn[2] { new DataColumn("Item"), new DataColumn("Url") });
dt.Rows.Add("Shirt", "~/PDF/Shirt.pdf");
dt.Rows.Add("Football", "~/PDF/Football.pdf");
dt.Rows.Add("Bat", "~/PDF/Bat.pdf");
GridView1.DataSource = dt;
GridView1.DataBind();
}
}