This issue occurs after you apply the April 14, 2015 update for Microsoft Skype for Business. When this issue occurs, the Open link and the Save link that should locate under the embedded file do not appear in a chat room.
To work around this issue, close the chat room, and then reopen it. Then, you will be able to see the Open link and the Save link.
To resolve this issue, install the May 12, 2015, security update for Skype for Business.