You just followed a link to get here.
When you follow a link, you're actually sending out a request for a document. Your request goes to another machine, perhaps on the other side of the globe. The machine processes your request, and sends the document to you.
(Of course, these documents are transferred in digital form, which is pretty much unintelligible to us human beings. Your Web browser does the work of rendering the document in a form intelligible to you.)
Links are usually displayed with special highlighting, such as colored text, and you can typically follow a link by clicking on it with your mouse.
But not always!
For example, some people use text-only Web browsers. These browsers tend to have a simple black-and-white display. Links will look different in such a browser. Obviously, they will not be displayed in colored text.
Remember this rule of the Web as you make Web pages:
"What you see is not necessarily what they get."
But with an understanding of the basic concepts of HTML, you can make pages which are accessible to everyone.