In the context of our previous language tips, recently we have found ourselves pondering on this issue as well, and here is the explanation we found.

The verb “to click” in the IT sector means “to select (an option on an electronic interface) by pressing a button or touching a screen” or “to select an option on an electronic interface in order to reach another file, website, or web page”.
E.g. Click the received link.; Click the left mouse button twice.

We use the verb “to click” as a transitive verb that acts as an action verb and has a direct object, and that means that no preposition is required after the verb. E.g. click the icon, click the file, etc.

However, some linguists suggest using the verb “to click” in combination with the preposition “on” when referring to something virtual. Such as a link, an icon, or a file. In any case, the verb “to click” without the preposition “on” can be used for virtual objects as well.