Hi,
For the back end, you can edit the file "invoice" of the view "order" for your back end template via the menu Display->Views and change it.
However, by default, there is no link on the product name in the invoice on the back end.
For the front end, it's the file "show" of the view "order" for your front end template that you can edit.
However, by default, there is no link on the product name in the invoice on the front end. There is however a link to the product page on the order details page where you did that screenshot. And if you want to remove it, it's the code:
<a class="hikashop_order_product_link" href="<?php echo hikashop_completeLink('product&task=show&cid='.$product->product_id.$url_itemid); ?>">
and:
</a>
that you need to remove.