Sample code: 

<asp:Button ID="Button1" runat="server" Text="Export" />
<telerik:RadGrid ID="RadGrid1" runat="server">
    <ExportSettings OpenInNewWindow="true" />
</telerik:RadGrid>

void RadGrid1_PdfExporting(object sender, Telerik.Web.UI.GridPdfExportingArgs e)
{
    e.RawHTML = "<a href="absolute url to pdf file">dasdasdasdas</a>";
}

protected void Button1_Click(object sender, EventArgs e)
{
    RadGrid1.MasterTableView.ExportToPdf();            
}