Instead of that i want functionality that if i click on any alert, it should be displayed/opened there in Fusion server itself.
How to achieve that, because i think there is no point if routed to respective Nagios xi box to check the alert.

What is the version of Nagios Fusion that you are currently using? Is the system status OK (do you see the green dot in the upper right corner)?It says 'You have no recent alerts!' however alert count changes in Tactical OverView.
When clicking on a link under the Tactical Overview, you would drill down (be taken to) the fused xi or Core server. This is by design and it is not going to change.When i click on any alert present in 'Tactical Overview' it route me to login screen of respective Nagios xi server to see the alert and i don't want that, it should remain on Fusion box only and show alert details.