The broken links report is designed to give you an idea of how many broken links there are on your site and on what pages they're on.
To configure a Broken Links Report, use the wizard to choose the report and enter you're email address, etc. On the last step where you define your filters, select up to 5 page names. These page names should be your error pages. This is very important in order to get the broken links report to work as designed. If you need assistance setting up the blue triangle tag on your error pages, feel free to reach out to your Customer Success Representative and they'll be happy to offer a hand.