first, you need a class render. here is a sample code.
Code path : Vendor/Module/Ui/Component/Listing/Column/Product.php

class code :

<?php

namespace Vendor\Module\Ui\Component\Listing\Column;


use Magento\Catalog\Model\ProductRepository;
use Magento\Framework\View\Element\UiComponent\ContextInterface;
use Magento\Framework\View\Element\UiComponentFactory;
use Magento\Ui\Component\Listing\Columns\Column;
use Magento\Framework\UrlInterface;

/**
 * Class ProductRender
 *
 * @api
 * @since 100.0.2
 */
class Product extends Column
{
    /**
     * @var UrlInterface
     */
    protected $urlBuilder;
    private ProductRepository $productRepository;

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

    /**
     * Prepare Data Source
     *
     * @param array $dataSource
     * @return array
     */
    public function prepareDataSource(array $dataSource)
    {
        if (isset($dataSource['data']['items']))
        {

            // column name for which this class is specified
            $fieldName = $this->getData('name');

            foreach ($dataSource['data']['items'] as &$item)
            {
                if (isset($item[$fieldName]))
                {
                    $product = $this->productRepository->getById($item[$fieldName]);
                    $editLink = $this->urlBuilder->getUrl('catalog/product/edit', ['id' => $item[$fieldName]]);

                    $item[$fieldName] =  "<a target='_blank' href='".$editLink."'>".$product->getName()."</a>";
                }
            }
        }

        return $dataSource;
    }
}

find your grid UI file :
it should be in this path : Vendor/Module/view/adminhtml/ui_component/--_listing.xml

append this code between columns tag:

		<column name="product_id" class="Vendor\Module\Ui\Component\Listing\Column\Product">
			<settings>
				<filter>text</filter>
				<label translate="true">product</label>
                <bodyTmpl>ui/grid/cells/html</bodyTmpl>

                <editor>
					<editorType>text</editorType>
					<validation>
						<rule name="required-entry" xsi:type="boolean">false</rule>
					</validation>
				</editor>
 			</settings>
		</column>

This column will pass a product id. so you can find the product in your render class.
bodyTmpl tag helps you to show the content as HTML not simple text