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There are four types of link I think you might be talking about:
Self referential, where Confluence is pointing to stuff inside itself. Confluence uses its "base url" to generate most of the urls it refers to internally, so check that first (Admin -> General config)
Linked applications, where Confluence is referring to another application it has been linked to - check the urls set up in "linked applications"
Links set in "user macros" - check the definition of the user macros
Links your users put in manually as data on pages - there's nothing that you can do about these, your users need to correct the urls they're adding
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