@Guna, point 1 and 2 are out of scope of display tag library. It is html concept how you want to decorate links.
You can make page links like our forum's pagination links.
Here is the tutorial :
http://woork.blogspot.com/2008/03/perfect-pagination-style-using-css.html
and you can override default css of display tag library.
1) Apply CSS to your <a> tag.
like :
or
2) SAME AS POINT 1.
3) set the attribute sortable="false" on the columns that you want to be without link.
Here are demo examples of display tag library :
http://demo.displaytag.org/displaytag-examples-1.2/example-nocolumns.jsp
4) Did not get you. Please specify your page detail and operation.
5) SAME AS POINT 4..