When I select a word in the translated text, and then click a link in the source text, the word in the translated text becomes blue (becomes a link). But if there's no corresponding article in the target wiki, it still becomes blue, but after publishing, instead of the red links, I get something like this:
<a class="cx-target-link" rel="mw:WikiLink" data-linkid="54">Mariner 9</a>
And it's everywhere, where I performed the actions mentioned above. You can check this revision in ukwiki (my first article, created using CX).