typeAttributes on the lightning-datable columns can be used to Hyperlink a column in lightning-datatable in Salesforce Lightning Web Component(LWC). Check the following code for reference.

Sample Code:

Apex Class:

public class AccountController {
 
    @AuraEnabled(cacheable=true)
    public static List < Account > fetchAccounts() {

        return [
            SELECT Id, Name, Industry
            FROM Account LIMIT 5
        ];
        
    }
     
}

Lightning Web Component:

HTML:

<template>      
    <lightning-card title="Accounts" icon-name="custom:custom63">  
        <div class="slds-m-around_medium">  
            <template if:true={availableAccounts}>      
                <lightning-datatable
                    key-field="Id"
                    data={availableAccounts}
                    columns={columns}
                    hide-checkbox-column="true"
                    show-row-number-column="true">
                </lightning-datatable>  
            </template>      
            <template if:true={error}>  
                {error}>                  
            </template>  
        </div>  
    </lightning-card>
</template>

JavaScript:

import { LightningElement, wire } from 'lwc';
import fetchAccounts from '@salesforce/apex/AccountController.fetchAccounts';
 
const columns = [   
    { label: 'Name', fieldName: 'AccountName', type: 'url',
    typeAttributes: {
        label: { fieldName: 'Name' }, 
        target: '_blank',
        tooltip: { fieldName: 'Name' }
    } },
    { label: 'Industry', fieldName: 'Industry' }
];

export default class sampleLightningWebComponent extends LightningElement {
     
    availableAccounts;
    error;
    columns = columns;

    @wire( fetchAccounts )  
    wiredAccount( { error, data } ) {

        if ( data ) {

            let tempRecs = [];
            data.forEach( ( record ) => {
                let tempRec = Object.assign( {}, record );  
                tempRec.AccountName = '/' + tempRec.Id;
                tempRecs.push( tempRec );
                
            });
            this.availableAccounts = tempRecs;
            console.log(
                'availableAccounts are',
                JSON.stringify(
                    this.availableAccounts
                )
            );
            this.error = undefined;

        } else if ( error ) {

            this.error = error;
            this.availableAccounts = undefined;

        }

    }

}

JS-meta.xml:

<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata">
    <apiVersion>59.0</apiVersion>
    <isExposed>true</isExposed>
    <targets>
        <target>lightning__Tab</target>
    </targets>
</LightningComponentBundle>

Output: