Links on the Intranet or in your notifications do not reflect the current address.
Go to the Setup screen in the admin area and update the location.
Click Update Locations to change the location from the current location listed after Web Location to the address noted in red below that.
If you have Administrative rights on the Intranet, you will see the Web Location at the bottom of the Setup screen, as in the screenshot.
The warning means that you have navigated to the page using a URL different than what is stated inside the database. If the red text and warning do not appear, then the two addresses match.
The Web Location is used for creating links in many areas of the product, including email notifications and search links.