Links are harder to control since they are by nature so client-oriented. But of course you could make the link include some kind of querystring that gets acted upon by the page that gets opened which might be the final page that gets opened or might be in intermediate page that further redirects the user.
So, on a link - you can call another asp page using a link - but nothing can run actually on the users browser. ASP runs on the web server only.
So the squence of events are
1. browser requests an asp page. Maybe the request includes form field data etc.
2. server runs the asp page and then dynmaically creates the html output
3. server sends this html to the browser