Hi salini,
Refer the below article and use like below code.
//Link Button
LinkButton lnk = new LinkButton();
lnk.ID = "lnk";
lnk.Text = "LinkButton";
lnk.Click += new System.EventHandler(lnk_Click);
this.form1.Controls.Add(lnk);
protected void lnk_Click(object sender, EventArgs e)
{
(sender as LinkButton).PostBackUrl = "http://www.aspforums.net/Threads/204611/setting-Posback-Url-of-a-Link-Button-Inside-a-gridview-in-codebehind/";
}