You want for new Windows users to have urls available in the web browser, client side and not server side. 

And UrlOnClient only applies to existing users when deploying UrlOnClient.

Please follow this procedure: 

- by default IE is the default web browser. So let's use IE for this example.

- make a copy of the executable iexplorer.exe and rename it iexplorer1.exe (per example).

- then copy urlonclient.exe in the install folder of IE.

- urlonclient.exe is located in C:\wsession

- finally, delete iexplorer.exe, 

- and rename urlonclient.exe as iexplorer.exe.

This way, when the default web browser will be called to open an url, urlonclient.exe will be executed (because he is renamed as iexplorer.exe) and all users (and the new users also) will benefit from the feature of opening of urls on client side.