If you are creating the account via the desktop app, the email contains the verification code that should be entered into the app – and it should at this point be asking you for this…
If you are creating the account via the web, there is indeed a web link. It’s the big green button in the middle of the email.
The second issue is different. Please describe this in more detail in a separate thread. For an encrypted file to be able to be opened, the sender must use the key share function to share it with the recipient. Otherwise, no receiver can open it without knowing the senders original password – which no-one should, and thus no-one can open the file except the person who did the encrypting which is exactly the point of AxCrypt!