WPML prevents changes in URLs from breaking incoming links. When you create a link, WPML automatically makes it Sticky. Instead of storing the URL of that page (at the time the link was created), it stores the page number. This can never change, no matter what you do.
Then, when the page is displayed, WPML inserts the permalink of the page you are linking to. Whenever the URL changes all pages linking to it update immediately and will link to the correct address.
The following screenshots show how internal links look like in the database, once Sticky Links are enabled.
Your users will never see these “strange” links. Instead, WPML will replace them with the current permalinks when displaying the pages.