Ah, sorry. I misread your post. I thought you were saying they had a link to you on their webpage, thus, you knew the domain.
If it's an anonymous token linking to you, at least put up a warning on the page of your site they link to. They're linking to you to try and piggyback on the trust for your project. If your site has something that destroys people's trust in their coin, they won't want that association any more.
You can also look up the name of the coin to try and find who is associated, especially if they have a public facing site, or incorporation.
Out of interest, what is the name of this coin? Is it traded on Coinbase or other similar exchanges?
I'm no expert, but these seem like the first steps.