How to decide to use, then how to use an http url in an email, explained to a five year old?

I’m terrified of clicking on links in emails, and yet a colleague insists I do.

When I receive an email in my gmail account that contains links of the form along with its password, apparently sent from someone I know and expect it from, and who has supplied the password for the link to their NAS right next to it, should I try to overcome my fear of clicking on links in emails and consider clicking on it as at least fairly safe? Should I instead copy it paste it in a new tab?

The idea is that the document is evolving so the link will provide the latest version, but should I insist the colleague email me the document directly?

tl;dr: Should I

  1. click url
  2. copy/paste url in new tab
  3. balk, request document be emailed each time

If possible, can an answer be written in simple language?

Cropped, blanked out screenshot from email I received in my gmail:

partial screenshot of emailed urls