I can confirm that OpenURL works on Win10, Mac OSX + Linux - I used this in an app recently so know for a fact it works as I've tested on all 3 platforms.
BUT I also just confirmed that this don't work with a mailto link if you use GMail - blank web page
There's something called a registered protocol handler (definitely in Windows, likely in Mac + Linux - I can check if anyone's dying to know). The protocol handlers take the 'scheme' and choose what to use to open that 'document'
https://forum.lazarus.freepascal.org => https = scheme //forum.lazarus.freepascal.org = document
mailto:fred@another.email => mailto = scheme fred@another.email = document
Obviously with URL encoding allowing for multiple parts to be specified in the document
In the same section of the page linked above you'll see them going on about ...
OpenDocument('manual.pdf');
This opens based on file association and the 'We could also do this with TProcess' bit allows for a mix + match approach - the Open... functions are wrappers around TProcess it says (somewhere)