I assume that you are doing this in Web Application.
You can simply add Template Column in GridView and Use any control.
For Example :
<asp:templatefield headertext="Order Number" sortexpression="OrderID" xmlns:asp="#unknown">
<itemtemplate>
<asp:linkbutton id="LinkButton" runat="server" text="<%# Eval("OrderID") %>" tooltip="Click to preview Order Details">
</asp:linkbutton>
</itemtemplate>
</asp:templatefield>