When you go and view a Hub on which you've gotten a warning, there is a message at the top which only the Hub author can see (in the case of a Hub that is still published). These messages are a yellowish-green color. If you click on that message, it will unfold to show you more detailed information.
The broken link dashboard page will display a master list of all Hub with broken links, and clicking on the Hub name from that page will take you to that specific hub in edit mode so you can fix the link. It also allows for a manual retest, which often uncovers links that work just fine but which were marked in error due to some issue when last checked.
And the FAQ also provides further information in regards to understanding warning messages.