VoiceOver is most often, and best, paired with Safari.
By default, Command-Return, no VO key, opens a focused link in a new tab behind the current tab. It's not a VoiceOver-specific keyboard command. It also works in Firefox and Chrome.
However, by default, Safari does not focus links when pressing the Tab key, you need to go to Settings > Advanced and check "Press Tab to highlight each item on a webpage" first.
AFAIK, VO+Command+Return can be used to select multiple things, not to click. For example, in the file viewer (Finder.app, similar to Nautilus/explorer.exe), it is similar to pressing Control (win/linux) and the left mouse button when the cursor is over a file to add it to the selection.