As @Dutchess_III mentioned, tabs should work about like paper filing cabinet tabs, where there is a row of subjects, and selecting one causes a larger connected section of the screen to show data on that subject, while the row of subject tabs should visually show which one is selected and that it is connected to the current one displayed, for example by having the same background color and/or no line separating the selected tab from the display, while the unselected tabs are separated by lines and/or color/shading. Web browsers do this, as do many computer interfaces for programs and settings.
Links can appear anywhere, and change what’s displayed in the current browser window, or launch other programs. In a tabbed browser, clicking a link will change what that tab shows, while clicking a tab will change which tab is selected/shown, but not change what each tab shows when selected.