Maybe I'm mising something but the only way to access my favourites is to favourite something then a link becomes briefly available. Helping others along for the time being, bookmark/fave the favourites page when you're there.
The "favourites" button is equivalent to saving a URL within the current browser. If you would prefer to save the URL elsewhere, select the "share link" option which will put the URL in the clipboard so it can be pasted elsewhere. The ones I really want to make sure I save, I copy the URL and save in a OneNote notebook.