The Kindle app is not a global app. While it is available in many western european countries, it isn't available everywhere. So if you are getting the Not Found error when following the Kindle link, it most likely means that you live in a country, where the Kindle app is not available.
As a work-around, you could either create another Apple ID and set the country to one, which offers the Kindle app, or you use a different ebook reader app, such as iBooks or Stanza. Though to read Kindle ebooks, the official Kindle app is required.