Noreen, the slash / at the end of an URL indicates that the URL is a directory (= file folder). In that case the webserver looks for a default file in that folder (usually that is index.html).
There is no file folder called thread.cfm?threadid=11671 in the mudcat home folder, so your first two links failed.
In your case, the url points to a file (called thread.cfm) and it gets parameters (threadid=11671).
HTH
MudGuard