The links are specific to the type of content visible or selected.
So, yes, if there are no files in the list, then no links will be visible.
Also, if you select a Video file, a different set of links is shown than if you select an Audio file. You can make different links for all different kinds of things.
For example, I have an HBO Go link for TV Shows in my library that are HBO shows. When I select any episode of Game of Thrones or The Sopranos, I get an HBO Go link (which, when clicked, takes me to the HBO Go page for that series), but when I select an episode of Homeland, I do not (because Homeland is on Showtime and so it doesn't show that link).
The links shown are based on a search. This is covered in MrC's tip thread linked above (I even provided my HBO Go link in the thread).