Thanks @jshaffstall , mixing that all together leads to this workaround:
js.window.open(event_args['sender'].url, '_blank')
If you put this somewhere in the click event you created for the link, it will navigate to the URL in the link at whatever line in the event code you put it.
again if someone is reading it and missed the posts above, the workaround for getting it to download from a link is:
anvil.media.download(anvil.URLMedia(event_args['sender'].url))