Sharepoint list URL in column value. how do I get actual data??

You connected to it using the SharePoint.Tables function, right? That is what you get when you connect to "SharePoint List." 

All values should be in columns on their own. There is no need to get URLs to find the data. If the columns are being hidden from you via the SharePoint List connection, you need to talk to your SharePoint admin and either get the settings/visibility of those columns changed, or your permissions changed.