You need to install apturl for links like that to work.
In a terminal copy and paste
apt-get install apturl
sudo apt-get install apturl
and let it install. You should then be able to use links like that to install packages.
Be very careful using things like this from websites you do not really know. It is very similar to Windows users downloading and installing exe files from unknown websites. The security risks are potentially huge if you are not careful.