If you mean that youve got this as a string
http://www.woteva.com/link.php3?id=4
then you can used parse_url() followed by urldecode(). There is an example in the manual (I've not done it myself)
To then pass the url to the browser, use the header function like this
header("Location: $target_url");
Do not print any stuff before this, because it wont work if you do. This will do a full redirect. If you dont want a redirect, but would rather to just show the contents of the target url, you can fopen it, and echo its contents out.
$fh = fopen($target_url);
while ......
fclose($fh)