You have selected a filter which has desactivated the capture of the link.  

This link is filtered because of the limit to the entry directory determined in the folder Capture | Properties | Exploration.

You have two possibilities to capture this link:
 

• Unmark the option of limit to the entry directory. But you might capture other documents in directories which do not interest you.
• Include the name of the directory in the inclusion list of the folder Capture | Properties | Filters.