You can make whatever you want. We're not the taste police. If you see something that's actually illegal, there's a report button in the footer of every project page. Please use it, and itch.io staff will take a look.
And yes, actually, clicking some links in the browser will open another app on your computer. Once again, that's how desktop operating systems work. This is not a security issue in any way, shape or form. You're making stuff up.