This Jigsaw feature, My Web Links, is simply the sharing of web site addresses with session attendees. When the presenter has shared a web link, each attendee may independently access the link. When clicked on, a new tab in the attendee’s browser is opened linking them directly to the web address.
To view My Web Links, locate and select My Web Links in pane 4's menu. If you do not have My Web Links, the presenter has not shared any with you.
Simply click the link and wait for the new tab to open in your browser. By the way, if it appears you lost the Jigsaw session, check your toolbar or in your dock on your computer.