Make sure to download the Quicklink module using composer.
composer require drupal/quicklink
Enable the module just like you enable any other module.
Head on over to the configuration page at Admin > Configuration > Development > Performance > Quicklink.
In the Prefetch Ignore Settings section, you can configure what Quicklink should not prefetch. You can specify URL patterns on this page that should be ignored.

In the Optional Overrides section, you can configure some various override options such as the parent CSS selector for the prefetch links, the allowed domains, and prefetch paths.

In the When to Load Library section, you can control when QuickLink will be loaded on the page. You can even specify for it not to load on specific content type pages.

The Extended Browser Support section allows you to load the Intersection Observer polyfill which allows quicklink to work in IE11 and some older browsers.

The last section allows you to enable debug mode. For the most part, the defaults work well so leave everything at the default.

To test this out, you will want to make sure you have a webpage with multiple links on it. A blog listing page works well. In my example, I used the Devel Generate module to generate a bunch of Article content to fill up my homepage.
Next make sure you are logged out. I recommend using an incognito or private browsing window. Open up your developer tools and go to the Network tab. Now refresh the page, wait for everything to load and start scrolling. You will notice that the network tab shows additional activity as the links are pre-fetched.