To see individual magic square features, such as the pandiagonal feature or other diagonal features, click on the lines with the names line 1, line 2, etc (in the slightly grayed-out area). These lines appear after you have clicked "generate magic square with algorithm" and have selected a square inside the generated magic square, click on the square you would like to investigate and it's (broken-) diagonal counterparts will appear (note:
orders 4n+2 magic squares cannot be pandiagonal, and will therefore, only show the horizontal, vertical and main diagonal lines, when clicking on the squares).