Click on the {recordsetName['columnName']} in the design view
Go to the properties panel (bottom of the interface)
Click in the Link box, put # (this makes it a link)
Click on the bindings tab (in the application panel)
Find your recordset and then open it up (if it isn't already) by clicking the + in front of it.
Select the URL column
On the bottom of the panel is a BIND dropdown, select the HREF option in the dropdown.
Now, with the properties panel you can select target="_blank" which will open it in a new window.