Yes, because it's its own site, you would link to your Church Online Platform, but a couple things you can do to customize:
If you are familiar with CSS you can theme your platform to look like your website.
You can setup a custom domain to point to your Church Online Platform (eg. http://live.yourchurchname.com
You can add a dynamic countdown on your church site to your next live service that links directly the Church Online Platform.
You can find How to's for these and other ideas here: https://support.churchonlineplatform.com/