There is no way to add an unsubscribe link in the emails which are sent out. To could add some text to the footer which lets users know that to unsubscribe they need to login (and you could include your site’s login URL) and update their profile to stop receiving emails.

This leads to the second part of your question. There is already two checkboxes on the user profile page where a user can indicate they don’t want to receive certain types of email via Email Users. It is possible that this capability is disabled globally, you’ll have to check your site’s Email Users settings (Dashboard > Settings > Email Users).