Also when ever I place an object down to use as a link it creates a button in the HMI config, is this right?
Not sure exactly what you mean. You can turn a rectangle into "link button" as written at the beginning of this post.
What link do you see when you stop above the rectangle with the link on active HMI page? Do you see e.g. YOUR_IP_ADDRESS/hmi/designer-rig1.html?
Can you share your source files?