What is an interactive link and how do I use it?

macOS and Mac Apps

I have googled my face off, and maybe this will reveal that I'm a terrible googler. I cannot for the life of me figure out how one is supposed to use something VO calls an interactive link and then helpfully gives nothing resembling a helpful hint. If you want to experience one, just toddle on over to <a href="http://www.twitter.com">Twitter's homepage.</a> Go to help and search for something like direct messages or something. I triggered it by hitting the link called "about direct messages." Then VO makes this noise that sounds like bubbles are being shot through a straw, and I am forever more trapped in a 7-item "interactive link" menu. I can see that there are submenus, but heck if I can reach them. I can make a links list to my heart's content and click on things, but I go nowhere. I am trapped in this seven-menu-item cage. It's obviously something that Voiceover understands, because the bubbling noise it made made me think it knew what to do. So how do I learn what to do? Using OSX Yosemite and Safari 9.0.2. Thanks for any help.