Click Close and LitLink opens. LitLink also lives in the menu bar at the top right of your screen, so you can reach it any time, even with the window closed.
If it doesn't open: go to Finder → Applications → LitLink, or press ⌘ Space and type LitLink.
Next: turn on System Audio Passthrough in LitLink, then choose LitLink Audio Bridge as the input in Discord, OBS or Zoom.