Looking at the example code, this is quite easy to achieve.
Their code -
{
field: "FirstName",
template: "<a href=\\\#' class='zk'>#= FirstName #</a>"
}
Your code should be, which I tested from their example and worked fine -
{
field: "FirstName",
template: "<a href='https://my_site_to_go_to.com' class='zk'>#= FirstName #</a>"
}