SharePoint URL Linking

I ran across an issue the other day that I haven’t had before. I have used the link feature in our sharepoint site that we want the team to be able to go to and copy the link to share. For some reason when I copy that linked file from the site and share it, when I open it up a small static image instead of the actually file. By any chance do you know what could be causing that? Maybe like a permissions issue or something. I’ve spent time researching and can’t seem to find any help so just wanted to reach out and see if you knew anything that could work.