How do I adjust watch links?

I'm curious, how exactly does one go about adjusting the links on a watch? Is it a simple process or does it require special tools? Are there any specific steps I should follow to ensure the adjustment is done correctly? I've heard that some watches have different mechanisms for adjusting links, is that true? If so, how can I identify which type of watch I have and what method of adjustment is appropriate? I'd appreciate any guidance or tips you can offer on this matter.