you can use a live USB - you run linux off a USB Thumbdrive as a test. Ubuntu would be a good place to start: https://ubuntu.com/tutorials/create-a-usb-stick-on-windows#1-overview
There’s a big ol scary warning before entering the installer and before any changes are made to your HDD/SSD, it would take a lot of mistakes in a row to somehow erase Windows by accident while using the Live USB.
The link may have an identifying code in it, that was custom generated just for you, and would be different in emails sent to other Anker customers. It would not matter from which device or IP address you viewed it from, if the URL has identifying information in the URL parameters.
Just because the laptop is powered down does not mean that no circuits are getting power. Wake on LAN/WLAN is a thing, and most devices without a physical power switch, (a power bitton is not a switch), mean that there is a miniature power draw listening for that signal. The manufacturer might have other bits that are still active as well, you can’t be sure. If your ultra paranoid about state level actors it might be a good idea. If you’re just worried about somebody swiping your credit card number or something, probably overkill.
What happened?
You put all your eggs in one basket then let someone else carry it, that’s what happened.