Hello! I would like to know if, by any chance, Alternative Reality Game elements are allowed in the jam? Like for example, links to other sites! I may have a few ideas of narratives, however, I would like to know if this type of gaming mechanic is ok. :)

I'd say yes, that ARG elements are fine to include, as long as they're not the entirety or majority of the entry.   The expectation of the judges is that they'll be able to execute the game from a Windows device and play it in its entirety with limited external influence.