There are two ways you can do it..
[a] if its a still image that gets updated every 'x' seconds, you can put it in by using img tags.. <img src="WWW.LINKHERE.COM"> though if you do do this, dont forget to check the option to have it update every 'x' seconds/minutes :)
[b] if you just want a link to the site, you use a href tags <a href="WWW.LINKHERE.COM">Title of link here</a>
Enjoy :D
T.