Copyright as you are no-doubt aware is an enormously complex area - made worse by the interconnected nature of the web, issues of what comprises 'fair use' of copyrighted material.
The clearest statement from Stack-Exchange that I have seen is in this post https://cstheory.meta.stackexchange.com/questions/879/should-we-permit-linking-to-illegal-stuff/880#880
This is from Jeff Atwood (co-founder and an employee at the time), and clearly states that linking to egregiously illegal content should be discouraged.
I have not seen the content, so cannot judge for myself, but if you think it is clearly in breach of copyright, then I would say that it would be best not to include it. If you think it falls into 'fair use' then a link should be ok.