In the setting. see screenshot

I have the same configuration for my browser. However, when I click on the link it opens the new page in the same tab. I want the link to open in a new tab.

You should middle click(scroll wheel) on a link to open a new tab. When left clicking on a link, the browser going to page in the same window is normal.

I don't have a middle click button, just a scroll wheel which does not click.

Time for a new mouse. Here is what I use. It's bit pricey, but Trackball for life.  ;-)) Gameball

You can also ask the IT person at work for a mouse if they're nice.