I tried something like that but it still shows ids

            List lst = new List();            
            var members = Member.GetAll;
            
            foreach (Member member in members)
            {
                lst.Add(member.getProperty("member_CompanyName").Value.ToString());
                var mp = member.getProperty("member_Province").Value.ToString();
                foreach(var id in mp.Split(','))
                {
                    lst.Add(id);
                    //Response.Write(id);
                }
            }

            GridView1.DataSource = lst;
            GridView1.DataBind();

If you know the umbraco id of the datatype you are using to get prevalues from you can use umbraco.library method GetPrevalues(int dataTypeId):

var preValues = umbraco.library.GetPrevalues(1234);

Alternatively for a specific prevalue you can use the GetPreValueAsString(int id) method:

var preValueString = umbraco.library.GetPreValueAsString(1234);

Looking at your above code you could try something like:

foreach(Member member in members)
            {
                var preVal = (int)member.getProperty("member_CompanyName").Value;
                lst.Add(umbraco.library.GetPreValueAsString(preVal));
            }

After trying your suggestion andy, I get 

Specified cast is not valid.

Sorry, I think the Value property object that represents the id is a string. Try the following:

var preVal =Convert.ToInt32(member.getProperty("member_CompanyName").Value);

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