(org-link-set-parameters "id"
			 :face 'org-roam-header-line)

In the code snippet above replace id with a type of link that you want to change (for example, http), instead of ‘org-roam-header-line you can set any face.

You can see all available links with M-x list-faces-display

The Problem

I spent a couple of hours trying to solve this problem with font-lock-add-keywords function.

The initial problem I was solving is setting a custom style for my org roam links. Because they’re not distinguishable from other types of links.

The stackoverflow answer that saved me is customize-color-of-internal-links-orgmode