There's an important distinction between link properties and page properties. A link has link text, a target url and other attributes such as rel-nofollow. A page is the file that your browser loads, it contains links to other pages.
You can inspect the properties of links and pages, both have their own inspector. You can open either with a double-click on an item in a table. Which inspector you get will depend on the context. For example, the By Link view shows link urls in its unexpanded state, so double-clicking on one of those gives the link inspector. Expanding a link shows that link's parent page(s) and clicking on one of those will show the page inspector.
There's an 'Inspect' button in the toolbar, which will open an inspector for the selected item. There's also View > Info for selected item or cmd-I
The Link inspector now has four tabs. The first is for general information. The second is for warnings discovered while scanning, including redirects (unless you've switched on 'Do not report redirects at all' in Preferences > Links). Then there's a tab containing details of each redirect. (More than three is considered a redirect chain, but this threshold can be changed in Preferences > SEO). The last tab, Target Page, has some basic information about the link's target, and a button to open the Inspector for the target page.
A link has one target but may appear on more than one page (a link to the home page may appear on every page.) The inspector's 'Link' tab has a table listing each parent page for a link. If you select one of these, you can choose to visit that page, open the page with the link highlighted, and 'Locate' the link. The Locate button opens a panel explaining how to find the link, using the shortest route from the home page. Note that that button won't work unless you select one item in the 'appears on' table above.
The page inspector shows all of the information that Integrity has about a page. 'More meta data' shows all of the meta tags found, 'Outline' shows all headings, indented according to their level (h1,h2,h3 etc)