Well, you could go into the Write section of your administration panel, and then write a page. All you need in the page is something like this:
<?php get_links_list('id'); ?>
To see more information, check the Codex on template tags, down in the Link Manager section. Using
wp_get_links() for example, you can customise the output further, but the above code generates a clean, unordered list of the links organised by category.
Once you have written the page, call it whatever you like, lets use Links for example. Check the page slug (it should be links if Links was your title), and then you can visit the page using http://yoursite/links/.