There may be a direct course menu option or within the Learning materials menu option. Your lecturer will clarify and guide.
In the image example of the Blackboard module, the Collaborate session is the top link with the 'video' icon. Session accessed from Blackboard usually do not require you to enter your name as this is picked up from your sign in to Blackboard.
In this example, links to previous recordings are available towards the bottom of the content area.
When you join a collaborate session for the first time you will be prompted to check both audio and video, this is important so that you can hear the session. The video check is useful, though may not always be required to be used as part of the session.