Your administrator can configure URL links that you click inside a remote desktop or application so that the link opens in your default local browser. Your administrator can also configure things so that links you click inside a browser or application on your client machine are redirected to Horizon Client, and if Horizon Client is not open, it starts automatically and you are prompted for credentials.
This feature is called URL Content Redirection. Your administrator might set up URL redirection for security purposes. For example, if you are working inside the company network and click a link in your local system browser that points to a URL that is outside the company network, that link might be more safely opened in a remote virtual desktop or application. If Horizon Client is not already open, the client is launched and you are prompted to log in to the server that is associated with the remote desktop or application. Your administrator can also configure which application is used to open the link. The link can be to a Web page, a phone number, an email address, or other types of things.
Similarly, if you are logged in to a remote desktop or application and click a link, your administrator might have configured things so that the link is redirected and opened on your local client system. If you have questions about how this feature operates in your company, you will need to contact a system administrator in your company because each company configures their own URL redirection policies.