I clicked on a link for this shared folder using my Gmail account, and I am afraid that the original sender may have received any kind of notice that I have already clicked on it. Is there such possibility?
If you clicked the link, and the request made it all the way to the Google servers, then expect that the person who sent the email knows. Also there may be other people who can see that you accessed it. They know because they either own the file/folder or they have enough privileges to see who accessed it.
You can hide your viewing/accessing history within the Google Suite (Docs, Sheets, Slide).
Note: If the file isn’t owned by a Google Account through work or school, no one can see the view history. This means that if the link is from a personal or individual, there isn't a history viewable, because this is an added service provided by Google for organizations.