Allowing to load web pages directly from browser and navigating through browser buttons?

Is it good to allow webpages to load directly from browser url field or browser back buttons?

Our webapplication is working fine if any user navigates through home page, but some users are directly accessing the web url in the browser and raising issues that it is not working fine.

Can you please suggest do we need to support loading the urls through browser or allow to navigate through home page?

Some banking websites gives a warning saying to do not use browser urls or browser buttons to navigate between pages i.e. they will warn to do not press browser back button to navigate to previous page etc., so is it correct idea then?