Address of the very previous site when link is clicked

I have a question about URL links, especially in GitHub markdown.

In GitHub markdown, I can create an external link like this:

[external link](<URL-for-external-site>)

What I want to know is that, when someone clicks this link, can I find the address where this link was clicked? For example, if the external link was in the body of https://github.com/my/repo/pull/5, is there a way to find out whether the click was originated from this address https://github.com/my/repo/pull/5 in the side of this external link server?

I'm new to the whole web development, so maybe I'm asking a dumb question. But at least I want to know what others call this feature. Thank you!