Umm...you're misunderstanding the usage of the word LIVE.
Simply, this is not a live, streaming performance where, if you were online, that you could possible interact with the performer/performance i.e no questions (from you anyway...) ;-)
"LIVE" simply refers to the fact that the initial performance was performed before a 'live' audience at PM's studio for taping.
Your confusion is understandable...PM markets it in such a way that in seems to be a 'streaming' event that allows interaction from online viewers, but not so...
Don't be too disappointed however - most of these performances are worth having.
After viewing, if you have questions, contact PM customer service or post a question in the private forum that will be available to you and others that saw the performance.
Best wishes