The "email with link" is one of the most common slime-scams currently. An email that invites you to click a link does not need to contain a virus, and can't be detected as "mal-ware" by any AV.
If you click on the link, you may (according to the perverted interpretation of the crud who do this) be giving permission to download a "program." A "program" that you agree to download can do all sorts of bad stuff, but is not a virus and your AV can't stop you from installing any software you "choose" to put on your machine.
In some cases, even going independently to the site named in the link may result in the download, which is the intent of the link they sent you.
If you don't recognize the sender: DELETE.
Do not investigate. Going to the site to see what it's all about is DANGEROUS.
Do not complain. Going to the site to complain is DANGEROUS.
Do not "look to see if there's really something interesting there."