Peter,
There are a few ways. Probably the easiest is to uncomment the following line in /opt/picochess/picochess.ini:
web-server = 80
This will allow you to connect either locally on the Pi by entering 127.0.0.1 into a browser running on the desktop, or over your local wifi network by entering the ip address of your Pi into a web browser on the same network (or use the hostname of the Pi, e.g. raspberrypi.localhost). If you use a different port than 80, you will have to add that to the ip address (e.g.
192.168.1.10:8080).
You can also run picochess with the -w option:
cd /opt/picochess
sudo python3 picochess.py -w
Randy