On dashboard gadgets, you often see the 'Drill Down' option on hover over which opens up a detailed report giving you more information.
When a drill down has been configured, there are three ways of accessing it:
by clicking on a 'drill down' button
by clicking on a blue link within the gadget (if available)
Configure the drill down
Click 'Edit filters' on the desired dashboard gadget.
Select the report you want to drill down to from the 'Select report' dropdown next to the comparison settings on the gadget's settings screen.
Click 'Save' and the gadget will now drill down to the selected report.