That particular database is only an index and refers you to offline sources where the names were found, but doesn't link to images on Ancestry.com.
You have to read the information on each record & the source information below each record, and click the "Learn more..." link to learn more about the databases.
It often helps to go directly to the individual databases to search for passenger lists. http://www.ancestry.com/search/rectype/default.aspx?rt=40
Also, the Immigrant Ships Transcribers Guild has a ton of transcribed lists on their website http://www.immigrantships.net/