How to create malicious link that downloads and triggers a malicious code?

I am trying to build a small sub project that goes like that:
First, create a local web server that contains some malicious links. Second, when a victim presses on a malicious link, it starts downloading and running the malicious code on the victim's machine.

So my question is how to create this kind of link? That downloads and executes a code.

Many tutorials I have found on the Internet show how to make a link download stuff, However, they don't get into the part of triggering the code.

I don't have any experience in web development so if you could provide some sources it would be great.