Minitek Wall does not create links for the items. The extension will only use the existing links that are found in your website. Therefore, if the links in the extension are not correct, this means that you have not configured your menu items properly.
You must create a menu item for each one of the items categories. For example, if the extension displays Joomla articles, you must create a menu item for each Joomla category. If the extension displays K2 items, you must create a menu item for each one of the K2 categories, etc.
Note that if you assign the Wall module to the above category menu items, you will still see the module when opening an article page since you are still on the same menu item.