So the app is reporting a broken link (or maybe it's a redirect you're interested in, or just a good link). You can easily see, copy or visit the target of the link, or the page it appears on. But how did the crawl find this particular page?
The Locate function will tell you. First open the link inspector by double-clicking on the link in one of the Links views Then highlight the 'appears on' page you're interested in, and click 'Locate'.
note that there's a context menu there too with these options.
You may have noticed that the link inspector and the context menus have a 'Highlight' option too. If you're having trouble seeing the link on the page, the Highlight option will do its best to open the page and apply yellow highlighter.