How can a link infect you?

you may not realize it, but every time you visit a website, you are telling the website's server to download the site and all files it references in its code.

your computer cannot view the website until all parts of it are downloaded, after which point it displays the web page. this is why it takes a minute to load a website: it is waiting for the files to download.

so if the website references malicious files, they can be downloaded to your computer.

however, on modern computers and web browsers, as long as you have antivirus software installed (even cheap free antivirus), the likelyhood of getting a virus from a website is virtually ZERO.

Chrome and Firefox both update blacklists of malicious websites, and antivirus software is set up with heuristic scanning every time a page is loaded to detect malicious actions and stop them before they run.

so this doesn't happen often, and i doubt there is even video footage of it. though if there were, i would wager it was on YouTube...

If it's rabid and it bites you. Oh,wait,that's a lynk. Never mind.

The only way is through an exploit. A link may offer a file to download but in order to infect it has to be executed. If an vulnerability has remote code execution exploit capabilities it can auto download and execute. These are more rare these days but still can happen.