Hello Natalie
If you only want to alert the owner when a link is clicked and it does not matter which one, you can accomplish this by setting up a workflow that runs when the value of the click field on a sent email record changes, then in the workflow, check if clicks > 0 and if so, send an email to the owner of the recipient's record.
If you want to check for a specific link, you can run a workflow when a new email event is created, check to see if the email event type is "click" and if the url is that of the link you are interested in. If so, send an email to the owner of the recipient's record. This option will trigger a workflow every time an email event is created, so it may put a strain on your CRM's performance if you are sending out a large quantity of emails.