Direct access is a type of approval that can be found in permission groups when applying to access datasets. This is different from a requirement because it doesn't have a form to submit, and it must be competed for every dataset separately in order to gain access.
Direct access is always listed at the top of a section in a permission group. Clicking Apply will open a list of datasets in that permission group. You must individually request access to each dataset you would like access to. The dataset page you're on will be listed at the top of the list.
Your approval will be pending until an organization administrator approves your request. At that point the permission group will show if you have been approved for this dataset. If you would like to apply to other datasets, come back to this permission group, click the Edit button, and request what you'd like.