When does DEVONagent follow links?

Will DEVONagent follow links on pages that “do not match”?
Or a page not matching implies that none of its links will be followed?

Following of links is indeed independent of matching.

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And same question for the “exclude domains”, “exclude llinks” fields and “Files” checkboxes: are matching links crawled and later filtered out, or are they being discarded “as soon as found”?

These settings affect crawling, matching and following.