When you scan a website, mySitemap will create your sitemap file and at the same time will build a list of any broken links it finds. If any broken links are found the number will be displayed and you will see a 'View Links' button next to the broken links count. If there are no broken links then the count will be 0 and the 'View Links' button will not be visible.
At this time the broken link viewer only shows the full URL of the broken link, this feature will be improved in a future release.