You are appending an empty <a> tag since you are not using innerHTML for it

createTD.innerHTML = "SURNAME Name";  // Incorrect

createTDA.innerHTML = "SURNAME Name";  // Correct

Try it here

const createTD = document.createElement('td');
const createTDA = document.createElement('a');
createTD.align = "left";
createTDA.innerHTML = "SURNAME Name";
createTDA.setAttribute('href', 'https://www.exampleurl.com');
createTD.appendChild(createTDA);

document.body.append(createTD);

Your code is almost working; the mistake you made was setting the text in the innerHTML of the table cell, instead of the anchor tag -- so the link existed, it was just invisible because there was nothing inside it.

Here's a corrected version (with some extra code to demonstrate its usage, since you omitted the part that actually attaches anything to the DOM)

function AddTD() {

  const createTD = document.createElement('td');
  const createTDA = document.createElement('a');
  createTD.align = "left";
  createTDA.innerHTML = "SURNAME Name"; // <-- changed this
  createTDA.setAttribute('href', 'https://www.example.com');
  createTD.appendChild(createTDA);

  // added code to append the new cell to the table:
  document.getElementsByTagName('tr')[0].appendChild(createTD)
}

<table>
  <tr></tr>
</table>


<button onclick="AddTD()">Add</button>

It's maybe worth noting that you can do this more easily and readably by inserting the full html string instead of using individual DOM methods:

function AddTD() {

  const createTD = `<td align="left"><a href="//example.com">SURNAME name</a></td>`;

  document.getElementsByTagName('tr')[0].innerHTML += createTD
}

<table>
  <tr></tr>
</table>


<button onclick="AddTD()">Add</button>

You can try:

function createAnchorTag() {
                  
                // Create anchor element.
                let a = document.createElement('a'); 
                  
                // Create the text node for anchor element.
                let link = document.createTextNode("This is link");
                  
                // Append the text node to anchor element.
                a.appendChild(link); 
                  
                // Set the title.
                a.title = "This is Link"; 
                  
                // Set the href property.
                a.href = "https://example.org"; 
                  
                // Return newly anchor tag
                return a; 
            }