Basically, a special subclass of a CustomExpression (HyperLinkExpression in fact) is binded to a column where the developer return a String with the desired URL.

Fragment from HyperLinkReportTest, there you can see how column 3 and 4 have a hyperlinks

drb.getColumn(3).setHyperLinkExpression(new HyperLinkExpression() {
        public Object evaluate(Map fields, Map variables, Map parameters) {
                return "http://linkInImage.com?param=" + variables.get("REPORT_COUNT");
        }
});

drb.getColumn(4).setHyperLinkExpression(new HyperLinkExpression() {
        public Object evaluate(Map fields, Map variables, Map parameters) {
                return "http://thisIsAURL?count=" + variables.get("REPORT_COUNT");
        }
});