can we add click event on the hyperlink contron in asp.net

You can use client side onclick of a hyperlink. Use Attributes collection as in:

myHyperlink.Attributes.Add ("onClick", "alert('Hello');");

For server side, similar discussions here:
Override default hyperlink action with onClick[^]
Need a hyperlink "onclick" event to run server-side[^]

In ASP.Net you can attach the onclick event to Hyperlink control in two ways. First way is to add and assign the value at the time of designing by adding the onclick property as an attribute of HyperLink control in the HTML markup code block.

<asp:HyperLink ID="HyperLink1"
runat="server"
NavigateUrl="Default2.aspx"
onclick="return confirm('Are you sure?');">
Hyperlink
</asp:HyperLink>

The Second way is to add the onclick attribute programmatically at the server side.

HyperLink1.Attributes.Add("onclick", "return confirm('Are you sure to navigate to other page?');");

In the example below a javascript function will show a confirm message with Ok and cancel button. If the user will click the cancel button then it will return false otherwise true.

<script type="text/javascript">
function confirmNavigation(){
    return confirm('Are you sure to navigate to other page?');
}
</script>

<asp:HyperLink ID="HyperLink1"
runat="server"
NavigateUrl="Default2.aspx"
onclick="return confirmNavigation();">
Hyperlink
</asp:HyperLink>