If you don't already have it running on your laptop, install Dell's Peripheral Manager software. Either way, see if it lets you change the function of the scroll wheel click button. It should be compatible with your mouse. Otherwise, try Logitech Options. I use Options on my desktop to reconfigure the mouse scroll wheel click for my needs...
Hi, I am using a Dell mouse (wireless). When I hover over a link and click on the scroll wheel, it doesn't open the link on a new tab on Microsoft Edge. I don't have other browsers installed on my computer. When I first connected the mouse to my laptop, I was asked to set what clicking the scroll wheel would do and I chose opening a new tab - now I realized that was the wrong setting because clicking the scroll does open a new tab but it's an empty tab that does not open the link. I'm not able to find that setting page for my mouse anymore.  Could you please help?  
Clicking the scroll wheel does not open a link on a new tab on Microsoft Edge