If you want to set clickable value in the Magento 2 Grid then please follow the below steps. I have made this type of functionality for my custom module.

Step 1: Please add this code to your UI Listing XML. We have added bodyTmpl to make value clickable in the UI column.

<column name="holiday_id" class="MagemonkeysHolidaylistingUiComponentListingColumnHolidayId">
    <argument name="data" xsi:type="array">
        <item name="config" xsi:type="array">
            <item name="label" xsi:type="string" translate="true">ID #</item>
            <item name="sortOrder" xsi:type="number">10</item>
            <item name="filter" xsi:type="string">text</item>
            <item name="bodyTmpl" xsi:type="string">ui/grid/cells/html</item>
        </item>
    </argument>
</column>

Step 2: We have to paste the below code for Class which is defined in the <column> tag.
Path : appcodeMagemonkeysHolidaylistingUiComponentListingColumnHolidayId.php

<?php

namespace MagemonkeysHolidaylistingUiComponentListingColumn;

use MagentoFrameworkUrlInterface;
use MagentoUiComponentListingColumnsColumn;
use MagentoFrameworkViewElementUiComponentFactory;
use MagentoFrameworkViewElementUiComponentContextInterface;


class HolidayId extends Column
{
    private $urlBuilder;

    public function __construct(
        ContextInterface $context,
        UiComponentFactory $uiComponentFactory,
        UrlInterface $urlBuilder,
        array $components = [],
        array $data = []
    ) {
        $this->urlBuilder = $urlBuilder;
        parent::__construct($context, $uiComponentFactory, $components, $data);
    }

    public function prepareDataSource(array $dataSource)
    {
        if (isset($dataSource['data']['items'])) {
            foreach ($dataSource['data']['items'] as & $item) {
                if (isset($item['holiday_id'])) {
                    $url = $this->urlBuilder->getUrl('holiday/view', ['holiday_id' => $item['holiday_id']]);
            		$link = '<a href="' . $url . '"">' . $item['holiday_id'] . '</a>';
                    $item['holiday_id'] = $link;
                }
            }
        }
        return $dataSource;
    }
}

Now you can see the Id column values are clickable.