Hi Rajesh,
Unfortunately I don't think you can achieve this using the UI API because the UDF is on a system form. You won't be able to change the matrix column settings to show the arrow so it will just be a standard edit text and not include the link.
The best you could do is to offer a right-click menu option (if the user right-clicks a cell in your UDF column) to drill back to the BP. Alternatively you could trap the double-click event on the cell or a particular key combination, but the user would need to know that this is possible because there wouldn't be any visual aid (ie golden arrow).
Kind Regards,
Owen