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If you are going to another web page, it should be open on another tab of your browser.
If you are opening a magnet link, your torrent client should start downloading it right now, or you should have a notification from your browser asking you to let it open the magnet link and you also may have an empty browser tab.
If it does not happen and you get some sort of error it might mean that you don't have a torrent client installed. I recommend using Tixati, but you can also use uTorrent if you prefer.