Do the notification messages include a link to the guest's photos?

Yes — the notification is how the guest actually gets to their photos; it carries the access link so they can jump straight in and find their matched set. Combined with the album privacy controls, that link only works for authorized guests, so you're not sending out a link that would let anyone browse the album. Message arrives, they tap, they're looking at their own gallery. The whole loop from publish to download happens without you lifting a finger.