It is easy to go back to previous pages, or to leap across to links which you have previously bookmarked for your own convenience. A Web link can be to anything which can be stored electronically. It could be another page, a picture, a sound, a movie clip, or a file to be downloaded to your computer. Any WWW object can be saved to your own disk space. You need to be wary about what you click on.
Links can be between completely different places.
A Uniform Resource Locator is a Web address. You need do no more than click on the link. There are others. Browsers normally display URLs at the foot of the screen as you move the mouse pointer over links in a Web page. However a link is not actually attempted unless you click on it.