You can put html in the node titles setting the autoEscape option to false.
<div id="tree1"></div>
var data = [
{
name: 'examples',
children: [
{ name: '<a href="example1.html">Example 1</a>' },
{ name: '<a href="example2.html">Example 2</a>' },
'<a href="example3.html">Example </a>'
]
}
];
// set autoEscape to false
$('#tree1').tree({
data: data,
autoEscape: false,
autoOpen: true
});