Ok you'll need to set the display template. Your system is an oldie and was started before the new templates were implemented so you probably have some old templates in there. For entities just doing something like
<l>ca_entities.preferred_labels.displayname</l>
will work. Those <l> tags make it a link. This needs to be done in the user interface configuration screens.
If it's not clear how/where this is done let me know and we can walk you through it.