First I would like to point out that the UniqueName of a columns could not contain spaces, so you should rename the UniqueName of the column to "FileName".
Now, moving to your requirement. For handling the click event on the GridHyperLinkColumn hyperlink you could handle the server-side ItemDataBound event, get reference to the HyperLink control of the column and add event handler for the client-side "onclick" event. Below is a sample example for adding the event handler:
sender, GridItemEventArgs e)
GridDataItem item = e.Item
HyperLink button = item[
// your custom logic
Hope that helps.
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