To access Safari preferences on Safari for Windows, at the end of your address bar is the icon of a gear. Click on the gear icon, then navigate to preferences. Alternatively if you have the menu bar enabled (File, Edit, View, History, Bookmarks, Window, Help) you can navigate to preferences under the Edit menu. As a previous poster noted, go to the general tab in Safari preferences, and click the bubble for "Open links from applications: in a new tab in the current window"
Actually, I just re-read your initial post...When you refer to "click[ing] on a link," is this from an email or you mean when you click on a link in a website you are browsing you want it to open in a new tab? Only way I know to do the latter is to hold down on the crtl+alt keys and click on a link or crtl+click depending on the preferences you set in the Tabs preferences of Safari.