How do I copy a link in Lynx?

Press Shift+g to show the address of the current document, Shift+e to show the address of the selected link. You can copy the text with your mouse (or the keyboard, if your terminal supports that).

Press a to save the address of a document or link to a (Netscape-alike) bookmark file, by default ~/lynx_bookmarks.html. You can open this in a different browser, it's just HTML.