Change the password to what?

Thunderbird has nothing to do with administering the password for your email account. That is done with your email provider. Most providers have a link on their email help page to reset your password. If that is not working, contact your email provider.

Once you have a working email password then you can use these steps to remove and replace the stored passwords in Thunderbird if you have elected to use that feature.

https://kb.wisc.edu/page.php?id=19006

The link has nothing to do with email account, its to change to gain access to another site?

So Thunderbird did it's job and received your email with a non-functional link. Why do you think this is a Thunderbird problem?