Mouse over on the hyperlink will show you the intended web address to reach.
Traditionally, this is used to understand what web site will be visited. However, this “defense” mindset has to be changed. The displayed link should not be trusted because it can be masqueraded.
All the demo URL should be non-reachable as there are no such Domain Names registered. To limit malicious people registering my demo URL to launch real attack, the .gov gTLD is chosen.
It is no harm to click below but not in other unknown sources.
Are you reaching the expected “www.trusted-site.gov” as seen via mouse over?