Hello,
how do you want to hid the link when the user has it already? If you want to hide a link on your page, you can use macros like this:
{%CurrentUser.IsAuthenticated?"<a href='link'>link</a>":""|(identity)GlobalAdministrator%}
If the user has the link already you would need to apply some file permissions, but this depends on the type of the file. For instance for the CMS.File, you can simply set page permissions on the Security tab of that file.
Best regards,
Jan Hermann