HtmlAnchor link = new HtmlAnchor();
     link.InnerHtml = "test";
     link.InnerText = "test";
     link.HRef = "WWW.Google.co.in"; // Here you need to give your link. You can appen like a string builder also
     Page.Controls.Add(link);

StringBuilder sb = new StringBuilder();
sb.Append("<a href="www.mylink">myllink</a>");
Response.Write(sb.ToString());