[Kentarii]

In my addon, I have a TextBuffer and TextLabel where I create custom links to do various actions.

XML:

          <OnLinkClicked>
            HoWUI.QuestJournal:OnLinkClicked(self, linkData, linkText, button, ctrl, alt, shift, command)
          </OnLinkClicked>

Lua:

--- Event handler for OnLinkClicked in TextBuffer control.
-- @param self
-- @param linkData string the link url:     url:SomeLinkTargetOrUrl[SomeLinkText]
-- @param linkText string the link text:    [SomeLinkText]
-- @param button int the mousebutton clicked, 1 = left, 2 = right, 3 = middle
-- @param ctrl bool true if ctrl was pressed during click.
-- @param alt bool true if alt was pressed during click.
-- @param shift bool true if shift was pressed during click.
-- @param command bool true if command (Mac I assume) was pressed during click.
-- @return void
function module:OnLinkClicked(_self, linkData, linkText, button, ctrl, alt, shift, command)
    local linkType, arg1, arg2 = zo_strsplit(":", linkData)
    if linkType == "quest" then
        local zoneName = arg1
        local questName = arg2
        if button == 1 then
        -- left click
        elseif button == 2 then
        -- right click
        end
    elseif linkType == "filter" then
        local state = tonumber(arg1)
        if button == 1 then
        -- snip
        end
    elseif linkType == "zone" then
        local zoneName = arg1
        if button == 1 then
        end
    end
end

Links:

|H6699FF:quest:ExampleZoneName:SomeQuestName:|hSomeQuestName|h
|HFF9933:zone:ExampleZoneName:|hExampleZoneName|h
|HFFFFFF:filter:1:|h123|h

You can also check this page for more info
http://wiki.esoui.com/How_to_create_custom_links