Change the link of a view block
Blocks do not have URLs.  Pages that blocks are on have URLs.
Check the gear icon when you hover over the view area.  

If it says configure block, you are on a page created somewhere else and depending on how it was created may need to edit the code where it is defined in hook_menu() or if it is a page node, you can just go to admin/content and search for that page, and at the bottom you will see URL settings.

If it says does not say configure block and only edit view, then that page was likely created by that view you are about to edit.  In this case you can click Edit View and in the middle of the window you will see Page Settings section with a Path field.  You can edit that Path field which is the URL of the view.