The Web App is the default way to use Sigma and the recommended for the most complete experience. The admin panel is also a web-app exclusive feature which is the easiest way to manage the Agents, Actions, Connectors, users, settings and more.
A great place to get familiar with the experience is to start with the Chat overview or the Admin tab for managing the deployment.
If you’re deploying Sigma locally (guide here), you should be able to access the Web UI at https://xx.xxx.xxx/.