Did you get it all working? The Avalanche wallets currently require version 0.5.3 of the Avalanche app installed on your Ledger Nano S:
Once you have that, you just open the app on your Nano S and then you should be able to open your wallet using either:
https://wallet-beta.avax.network/accessor
https://wallet.avax.network/accessNote, it likely won't work if Ledger Live is still open and running, so make sure you have that closed when trying to access the Avalance website!
I've just tested this and was able to connect and open the wallet OK.