Netlify takes the code in your GitHub repo, builds it, and puts it online. Once it is connected, two things happen on their own: every merge to main updates your live site, and every pull request gets its own preview link. That preview link is how you check Claude's work before anyone sees it.
Preview links. From now on, each pull request Claude opens gets a link like deploy-preview-4--your-site.netlify.app. You will find it in the pull request on GitHub, in a comment from the Netlify bot, and under Deploys in Netlify. Open it on your phone, click around, then merge. Nothing to set up: it is on by default.