Hi Lim,
For implementing the link cells in the GridGroupingControl, we have to create a custom class.(LinkLabelCell class) By handling the QueryCellStyleInfo event, we can provide different hyperlinks for different records. Sample attached for further reference of yours.
http://www.syncfusion.com/Support/user/uploads/Q41_21049_aca5b752.zipThanks,
Haneef