Direct Solution

Detailed Solution
Below are the steps to create a Hyperlink on a column of Data Table to navigate to another screen.
For this, I have created a SharePoint List Task Progress with some sample data.

- Add a new Screen in your Power App and add a Data Table

- Choose SharePoint as the Connector

- If you don’t already have a connection, Add a connection. If you already have a connection, then choose from the existing one. I already have a connection, hence I will choose the existing one.

- Type the SharePoint Site Collection URL or choose from the Recent Sites. I am choosing Power Apps Demo

- Choose the SharePoint list(s) that you want to connect to your Power Apps. If your list/library is not available here, you can type name the name of your Custom SharePoint List/Library. I am choosing Task Progress. Once done, click on Connect.

- Drag and resize the Data Table to adjust it on the screen. You can choose the fields by clicking on the Edit Fields on the Properties pane.
- Select the Column that you want to make Hyperlink. Make below changes to the respective properties of that column
- OnSelect: Navigate(Screen2)
- IsHyperlink: true

If you click on any Task Name, control will be navigated to Screen2.