I feel like I'm missing something.. But I can't seem to get the Direct to Collection tab to work.. I don't want to post in bugs if I'm just not understanding it.. Am I the only one?

"Direct to Collections" isn't actually a link. You have to choose which category you want that's listed after it.

Oh jeez now I feel silly XD Thank you!!

I don't think it's your fault or that you're the first/only one confused at all, honestly. The "Direct to Collections" isn't a link, but it still highlights like one. That's on Subeta, not you. :P