There's a few ways to tackle this. If you're using jquery already you might want to take a look at the documentation for the .wrap() function: https://api.jquery.com/wrap/

If you're not using jquery, it's simple enough to do with plain js. You will first need to select all the <li> elements and then loop through them and replace the contents with your <a> tags one by one. You can do this by modifying the element's innerHTML property.

I will say this seems like a strange issue. There must be a way for you to add links to your content without resorting to this method. And you'll still need to figure some other problems out - how will you know where each link should go, for instance?

Anyway, here is a snippet so you can see the principle behind what you asked:

const items = document.querySelectorAll('li')
items.forEach((item) => {
  const children = item.innerHTML
  item.innerHTML='<a href="http://stackoverflow.com">' + children + '</a>'
})

<div class="col-lg-6 col-sm-6">
  <ul class="cyber-item">
    <li>
      <i class="bx bx-check"></i> abcd
    </li>
    <li>
      <i class="bx bx-check"></i> efgh
    </li>
    <li>
      <i class="bx bx-check"></i> Content Delivery Network
    </li>
    <li>
      <i class="bx bx-check"></i> 24/7 Hours services
    </li>
    </ul>
</div>