You can set where your logo links to if someone clicks on it from inside a proofing event.
To edit where your logo links from the proofing control panel, click on design and then logo. At the bottom of the screen you will see a section for logo URL. You can enter a URL (including http://) where you want people to be directed when they click on your logo.
After you enter the URL, click save changes.
For example this could help people get back to your home page. If someone clicks on the menu bar and they click on your logo, you could set it to go to your home page by entering http://yourdomain.com as the logo URL.