Okay... thread links.
You refered to such items here, and have said you are not sure how they aare made.
You currently fetch data and build little forms.
Those forms hae a detination addres (in the action part of the Form, or in the Redirect part as input).
Thread links are not very much different.
Data can be passed to the url, and the php can hae a script/function/api that reads the extra data in the URL and takes relavant actions...
(In xaraya, you can have index.php?module=articles&type=user&func=dispaly&aid=11 - this means Articles Module using a User Template of type Display showing Article 11)....
This forum I assume does much the same... not the URL here is Forum / threadIDGOESHERE ... thus it knows what topic to pickup and display.
(In other cases, it can all be done "behind the scenes" - such as Short URLS / Caching etc.)
So, it depends on how you have built your code.
By the sounds of it, you have not built any code to handle such things, which is why you use forms.
Now when you go look at all you "go to here" forms... notice the similarities in the code etc.
You could probably cobble together a php function that handles those parts as variables.
Then you call that function and pass in the values everytime.
You can use the php redirect function to change the page when a link is clicked, rather than forms