There are command line switches to open Private Browsing mode window (-private and -private-window) that you can add to the target line of a desktop shortcut. See:

• https://developer.mozilla.org/Command_Line_Options

I see and thank you.

I now recall I had read that. I'm a mature fellow and have been struggling with a some very detailed information problem solving recently and some of the details had entered the aether.

What do you mean with clicked links? Are that links you click in an external application?

Lastly, is there a setting which will allow clicked links to open in Privacy Mode?

An example would be a desktop icon link in Windows. Another might be a link in an email. I'm sure there are others.

Perhaps your reply regarding 'default browser' would cover that as well (?).

I probably didn't use appropriate terminology. I had meant 'visited links.'...such as those found on a web page and selected. Can they be 'highlighted' (different color) in privacy mode?

There is no history kept in PB mode and that means that it isn't possible to mark a link as visited.