you're getting really confused with your quotes. personally, I ALWAYS use double quotes, and escape out the ones that i want in HTML. Thus:
echo "<td class=\"text9bold\" width=\"8%\" align=\"center\">
<a href=\"".$_SERVER[PHP_SELF]."?action=empeditselect&f_employeeid=$Emp_id\">$Emp_id</td>";
A few points to notice:
You can use variables in your echo, just so long as that's it (ie it's not too keen on arrays, but a standard variable you can use and it'll be okay (ie echo "This is my variable: $variable"; will be fine.))
If you break out of your echo to use a variable, you must separate the variable and the echo text with a "." - see how that's used above.
At least try and understand what you've written. You've put the </a> before you've echoed the variable that you want as your link.
It's always a good idea to start simple and build up. Check that you know how to make a hyperlink in good old html. Then try to make one in php. Then try to make the text for the link a variable. Then try to make the location a variable too. Do it one stage at a time and you'll find it a lot easier to spot your mistakes.