Email links are automatically tracked! You can find contacts that have clicked any link in an email by setting up a group using the criteria "Emails clicked contains [Email Name]".
If you want to track contacts that click a specific link in an email, it's best to set up a Rule to tag them when they click the link. Here's how the Rule would look: http://screencast.com/t/Djp6NalYOww
You can then create a group of contacts that have the clicked tag.