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Yahoo Mail is a webmail service, although there apparently are some complicated methods for simulating an email client.
You need an email client in order to use email links in web pages or the right-click > send to mail recipient feature.
Do you receive and send your email by opening Edge and then logging in to Yahoo (https://login.yahoo.com/) or Yahoo Mail (https://mail.yahoo.com/)? If so, you need to install an email client program such as Thunderbird, Outlook (not Outlook.com), or similar software.
If that's not how you receive and send email, please describe your procedure in detail.