How to distinquish wordpress served links from non-wordpress served links

This depends very much on you setup and how you want to be able to see this.

If you look in the source code of a page, you are very likely to be able to see which page is WP generated, because there will be strings like wp-content and wp-includes present (for instance because jquery is loaded by default). You could also add a specific code to the head of your site like this:

add_action ('wp_head','wpse376765_add_code');
function wpse376765_add_code () {
  echo '<meta name="wpmademe">';
  }

If you want it to be visible in the page itself, the easiest way would be to attach a little marker for admins only by including this in the functions.php of your theme:

add_action ('wp_footer','wpse376765_add_code_to_footer');
function wpse376765_add_code_to_footer () {
  if (is_admin()) echo '<span>WP made me</span>';
  }