To access the Privilege Service environment, normally you need to go to the menu in the upper right corner of your Identity Service and select "Switch to Admin Portal".
Using this one weird trick you can add the Privilege Service to your Identity Service portal as a bookmark. It's pretty simple.
Here's a walkthrough of how this works.
Start by adding a new web app to your environment. Go ahead and select "Bookmark".
Give your app an exciting name that will be recognized by your employees. I chose "CPS Dashboard".
I also gave mine a nice icon. You can choose one that will be meaningful to your staff.
For the URL, set it to your regular tenant login, but after the "/", put "manage". This is the default URL for your CPS tenant.
Go ahead an assign an appropriate role which will enable the CPS users to access the app. In my environment I have a special role for Privilege Service Users.
Remember that if you assign this app to someone who doesn't have a privilege service permission, they will receive an access error.
Save your new app. When the user clicks on the app it will take them into their CPS Dashboard.