Left click should at least work regardless of your Evil setup. Try something on Emacs lisp first. If it works there, it could be that your haskell mode isn't set up properly.
Another beginner here, maybe someone more experienced can chime in, but anyway, I've had good luck with the built-in tools and documentation whenever I need to figure out what's going on
what-cursor-position with the universal argument (`C-u C-x =` ) shows you what's under that cursor position, what overlays, faces etc are applied, the names of which can include clues about where to look next, and if there are text properties, like if it's a button and if there's some action associated to it
describe-key (`C-h k`) and then clicking on the thing or typing in a key shortcut should tell you what is expected to happen. For example, if I open customize, and in the buffer it opens, press C-h k and click on one of the links, let's say "Editing", I then get a help buffer that says the mouse click event runs the command widget-move-and-invoke, the keymap it comes from, where the command is defined (in this case wid-edit.el) etc.
Perhaps interesting to your case, describe-key also tells that the action is "influenced by mouse-1-click-follows-link"
describe-mode (`C-h m`) in the Eldoc buffer should tell you if there are any key commands available, and in general what modes are currently active
I use evil-mode but haven't ran into issues with mouse events, usually it's key bindings it conflicts with, so it would seem to me as well that the Haskell setup is the one to look into first. You could also disable evil-mode temporarily to see if the link becomes clickable.
Hope you get it sorted!