How to link Profile2 fields in Views?
I assume you add Views for User listing:


add "User: uid" field;
exclude from showing;
move to the top of field list (rearrange);
Click on field, that you want to link with user profile. 
Expand: Rewrite results
Check: Output this field as a link R
In the bottom, find "Replacement patterns", user uid  pattertn: [uid]
Place it on "Link path" next text: user/[uid]
Check that link appear.