If you mean a link to a pdf file, that should open in the default browser. What the browser does with the pdf file depends on the browser settings for opening pdf content. The setting in TB, Files & Attachments, only applies to pdf attachments, not links to pdf files. The attached picture shows the relevant setting in Firefox.

Thanks for your helpful reply. However, highlightling the PDF internet address file in an email does not open my Firefox browser. (It used to, with earlier versions of Thunderbird.) How do I set Thunderbird so highlighting an internet address opens Firefox. Thanks again.

When you say 'highlighting', are you selecting the text of the link or clicking on it? It should be clickable and open in the default browser, but some mail apps send links that aren't clickable, especially ones sent from phones or tablets.

By "highlighting", I mean selecting the text that contains the internet address of a pdf file, something like this: "https://www.qsl.net/w5rin/FILES/Ham%20Radio%20HF%20Nets.pdf". Then if I click on the highlighted text, or actually just hit "Enter", it used to open Firefox and go to the site listed. With the version of Thunderbird I have now, clicking on the highlighted text or hitting "Enter" does nothing at all. Thanks again for your patience.

If the link is underlined, it should open in the browser without having to highlight it. If it doesn't, there is a problem opening hyperlinks:

https://support.mozilla.org/en-US/kb/hyperlinks-in-messages-not-working

If the link is not underlined, it probably is due to the factor mentioned above about mobile mail apps. It might be underlined if you view the message as plain text, from View/Message Body As. But if it still won't open on click, the problem is addressed in the kb article.