It depends on what you're looking for.
If you're looking for clients, you can find them under Network-Wide -> Clients, and sort by "connected to".
If you're looking to find LLDP information about connected devices from the MX's perspective, there's no way to find that in the GUI. However you can pull the information via the API. See the following thread.
View LLDP or CDP information on MX device - The Meraki Community
If you know it's connected to a Meraki switch and are just trying to identify which port, you can navigate to Switch -> Switch Ports and look at the table column CDP/LLDP for the MX (you might have to add the column using the spanner in the top right of the table). You can also use the search bar to filter on this.