Assuming Groove Music is installed and enabled, you will understand how it works when you visit the website at mediaredirect.microsoft.com. Groove Music's album album sites are all on that domain. On Edge browser, you will be asked ' Did you mean to switch apps ?' (Do you want to change the application?) And be notified that the browser is opening the application. You will then be taken to the extract page on the application. With Groove Music, it will be the album page you click on, on the app, not the browser.
Notice to switch to Groove Music on Edge
This feature also works on other browsers, not just Edge. Chrome will ask if you want to open Groove Music and Firefox also shows the Launch Application dialog box to open Groove Music.
Chrome application open dialog
Launch Application dialog of Firefox
This feature is very useful, combining applications and websites in a very convenient way. You can search for Netflix movies on the web, then click on them and watch them using the Netflix app instead of using a browser.
Unfortunately, like other Windows 10 features, very few applications can use this feature. Netflix is also not among them. In fact, according to the default settings of Windows 10, only Groove Music is available. Microsoft does not forget to support its other applications. You can install them from the Windows Store, if there is a related website, that application will appear in Apps for Websites and be activated automatically.