Your question is unclear but as per your description I'can guess and provide you following two possible solutions.
1. Use Anchor tag and give the filepath to href attribute of anchor tag, like this:
<a href="yourfilepathfromyourserver.pdf" target="_blank" alt="Download">Download Pdf</a>
is the key to open file in new window.
2. If you want to export data from asp.net gridview with existing format
], best practice is to provide a button onclick event.