How to add load image with colorbox in code?

Hi, according to

Load images from custom links in a Colorbox

Add the class "colorbox" to the link and point the src to the image you want to display in the Colorbox.

I created a link in code looks like this
<div class="form-item product_image"><a class="colorbox" href="http://camp.dev/sites/default/files/styles/thumbnail/public/products/Desert_1.jpg">something</a></div>
Is this what the documentation is suggesting? The thing is when I click the link, it will take me to the href url, not popup a new window. What does this documentation mean? Thanks!