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The system displays the What's New screen by default instead of the [Games] menu (or [Video] menu, if a movie was inserted) when starting up. What's New has four sections: "Our Pick", "Recently Played", latest information and new content available in PlayStation Store. There are four kinds of content the What's New screen displays and links to, on the sections. "Recently Played" displays the user's recently played games and online services only, whereas, the other sections can contain website links, links to play videos and access to selected sections of the PlayStation Store.

What section of What's New can't show links to websites?
"Recently Played"
The second sentence states that the "Recently Played" section displays games and online services only. 
Therefore, this is the answer to what kind of content cannot be displayed by "Recently Played"..