There are two ways you can export contacts who have clicked on a specific link (or who have not clicked on any links). 

Both ways are outlined below:

Option #1: Filter Results

To use this option, go to the Contacts tab -> Export Contact

On the next page, next to I want to:, select "Do an 'On-The-Fly' Search For Contacts." 
Then select one or more lists (note - de-select --All Lists-- if it is selected)

A popup box will appear - select "Active" and click the 'Continue' button.

On the next page, 

under 'Filter by Basic Details,' place a checkmark next to 'Yes, filter by link' - a couple of drop down box options will show up underneath.

In the first drop-down box, choose either "Has clicked' or 'Has not clicked' depending on what results you want to export.  Then select the link of your choosing in the second drop down box.

Note: You can also combine this with 'Filter by Custom Fields.' For an example if you wanted to export all contacts as above but want to restrict this to only contacts with State = CA, then enter CA in the State field.

Click the 'Next >>' button.

Now, choose the desired file format that your file will be delivered to you in, select your export options and make any changes to what field you would like included in your export. 

Click the 'Next >>' button.

Now click the 'Start Exporting' button.

On the final screen, you must click the link 'Click here to download the export file.'

The file will download to your browser downloads.

Option #2: Create a Segment

Go to the Contact tab -> Search 

On the next screen, in the first drop-down box, choose "Clicked On Link," in the middle box, select "has clicked" and in the last drop down box, select the link you are inquiring about.

You can also add additional filter results here. Let's say you use the same link in several emails, but only want to see who opened a link in a specific campaign. 

In that case, click on the + in the green circle (next to the last drop down box) - this will add a logic box. Now, in the first drop-down box, choose "Opened Email Campaign," in the middle box, select "has opened" and in the last drop down box, select the campaign you are inquiring about. Click the "Display Results" button and this will show you how many contacts have opened a specific email campaign and have clicked the link you specified.

Now click the "Save As Segment" button. A popup box will appear. Name your segment and click the "Save" button.

Your new segment is now saved. 

The manage Segments screen will pop up.

To export your segment, find your segment (should be the first one listed) and click on the blue 'Export' link to the far right of your segment.

Review and make any modifications on the next page and click the "Next >>" button. 

On the next page, click the "Start Exporting" button.

When your file is ready a screen will pop up. In the yellow bar, click the blue link "Click here to download the export file."