add_filter("gform_allowable_tags_13", "allow_basic_tags", 10, 3);
function allow_basic_tags($allowable_tags) {
    return true;
}

add_action("gform_pre_submission_13", "add_catlink");
function add_catlink($form){

// assuming your dropdown list includes all of the categories in your site the information a user selects will have a category name

// we then need to grab that category name find out its ID and then build a link
$categoryname = $_POST["input_7"];
$category_id = get_cat_ID($categoryname);
$category_link = get_category_link($category_id);

// lastly, we need to change the POST value from just being the name of the category to being a link.
$_POST["input_7"] = '<a href="'. esc_url($category_link) .'">'. $categoryname .'</a>';

}