You'll be able to select different options when you right-click on a space, depending on the type of space and your role in that space. You can also right-click on search results and some filter lists such as Notifications, Unread, and Favorites.
If a message contains a link, you can right-click directly on the link to get a Copy Link option in the Shortcut menu.
Make sure you’ve set up the Secondary click setting on your Mac. Go toand select an option from the dropdown list.