org-open-at-point (bound to
C-c C-o) does precisely that I think. Its docstring (obtained through
M-x describe-function) includes:
(org-open-at-point &optional ARG REFERENCE-BUFFER)
Open link, timestamp, footnote or tags at point.
When point is on a link, follow it. Normally, files will be
opened by an appropriate application. If the optional prefix
argument ARG is non-nil, Emacs will visit the file. With
a double prefix argument, try to open outside of Emacs, in the
application the system uses for this file type.
Additionnaly, as mentionned by @Nick, the return key can be used instead of
C-c C-o if variable
org-return-follows-link is non-nil:
org-return-follows-link is a variable defined in ‘org.el’.
Its value is nil
Non-nil means on links RET will follow the link.
In tables, the special behavior of RET has precedence.