Source References are shown with a hyperlink to their location in the Source Details section. The complete description of the source reference is shown. The Source Details section lists and links back to every referencing person/event for every source.
Links to objects on one's computer, website addresses, urls, or email addresses are all hyperlinked. Clicking on the hyperlink opens the helper program to view that particular object. That might be your picture display program, your web browser, or your email program. Behold sends the link to Windows, and Windows uses the suffix of the file (e.g. ".jpg") to figure out which program to use.
Most notes are usually unique, used once. Those are shown in normal text and are not linked to anything. But some notes may be shared notes. Shared Notes are linked to the Note Details section. The Note Details section lists and links back to every referencing person/event for each shared note.