While the answer given by U1199880 point to a partially correct solution there is a problem applying that style to the whole column. Every cell in the column will be treated as a link.
Instead you need to intercept the InitializeRow
event and check if the current cell of the current row is a valid URI. Then change the cell Style property to the ColumnStyle.URL
private void grd_InitializeRow(object sender, InitializeRowEventArgs e)
{
if (e.ReInitialize == false)
{
UltraGridColumn c = e.Row.Band.Columns["Value"];
string link = e.Row.GetCellValue(c).ToString();
if (Uri.IsWellFormedUriString(link, UriKind.Absolute))
e.Row.Cells["Value"].Style = Infragistics.Win.UltraWinGrid.ColumnStyle.URL;
}
}