This show a custom button that is used to grad a link from another cell and the open that link.
<dx:ASPxGridView ID="gvDocs" runat="server" AutoGenerateColumns="False" DataSourceID="linqDocs" Theme="MetropolisBlue" EnableTheming="True">
<ClientSideEvents CustomButtonClick="function(s, e) {
e.processOnServer = false;
s.GetRowValues(e.visibleIndex, 'ItemURL', function(result) {
window.open(result);
});
}" />
<Columns>
<dx:GridViewCommandColumn VisibleIndex="0" ButtonType="Button">
<ClearFilterButton Visible="True">
</ClearFilterButton>
</dx:GridViewCommandColumn>
<dx:GridViewDataTextColumn FieldName="ID" Visible="False" VisibleIndex="1">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ListTitle" VisibleIndex="2">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ListURL" VisibleIndex="4" Visible="False">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ItemTitle" Visible="False" VisibleIndex="5">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ItemDisplayName" VisibleIndex="6">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ItemURL" VisibleIndex="7" Visible="False">
</dx:GridViewDataTextColumn>
<dx:GridViewDataTextColumn FieldName="ItemContentType" Visible="False" VisibleIndex="8">
</dx:GridViewDataTextColumn>
<dx:GridViewCommandColumn ButtonType="Button" Caption="Document Link" VisibleIndex="9">
<ClearFilterButton Visible="True">
</ClearFilterButton>
<CustomButtons>
<dx:GridViewCommandColumnCustomButton Text="Open Document">
</dx:GridViewCommandColumnCustomButton>
</CustomButtons>
</dx:GridViewCommandColumn>
<dx:GridViewCommandColumn ButtonType="Button" Caption="Link to Library" VisibleIndex="3">
<ClearFilterButton Visible="True">
</ClearFilterButton>
<CustomButtons>
<dx:GridViewCommandColumnCustomButton Text="Open Library">
</dx:GridViewCommandColumnCustomButton>
</CustomButtons>
</dx:GridViewCommandColumn>
</Columns>
<SettingsPager PageSize="30">
</SettingsPager>
<Settings ShowFilterBar="Auto" ShowFilterRow="True" ShowFilterRowMenu="True" ShowGroupPanel="True" ShowHeaderFilterButton="True" />
</dx:ASPxGridView>