I wasn't aware of that shortcut, that's very useful.
I never quite understood why they chose to reuse the colon as a separator character, because this is problematic when you want to append a port number. '2001::1:0:2:8080' could either be '2001:0:0:1:0:2 on port 8080', or '2001:0:1:0:2:8080 on the default port'. The following (ugly) syntax is used to resolve that ambiguity: [2001::1:0:2]:8080.
To test this out, first find a link-local address on your network. To find all link-local addresses on eth0, use this command to ping the all-nodes link-local multicast group:
ping6 -I eth0 -c 2 ff02::1
Now append the percent sign and zone index to the address and connect to the host on a port that is probably open. lynx https://[fe80::21e:67ff:fe08:d500%eth0]:443/