The fnRender function helps to create the links using the values of the other columns. You can use the oObj.aData to get the values of the other column like id to generate the links.
$(document).ready(function () {
$('#companies').dataTable({
bProcessing: true,
sAjaxSource: '@Url.Action("Index1", "Default1")',
aoColumns: [
null,
null,
null,
null,
{
"sName": "RoleId",
"bSearchable": false,
"bSortable": false,
"fnRender": function (oObj)
{
return "<a href="/Edit?id=" <br mode="hold" /> + oObj.aData[0] + "">oObj.aData[0]</a>";
}
},
]
});