It’s not currently possible to put html tags in a Dash DataTable cell. I think its a XSS security issue. But if the purpose is to link to an external site you can use dcc.Markdown
Announcement of this feature: 📣 Dash v1.8.0 release - dcc.Graph updates, markdown & link support in DataTable, and more
Here is a post on the topic: Dash Links table using 'presentation':'markdown'
See it in action at this site: Financial App for Company Analysis