What about adding a link into a button?
If what's okay, here's how you can do it:
Open your theme > Customize.
Select the Slideshow you want to edit
And add a link into the button
There's also another way that is much easier: Use a page builder app.
Take a look at the slider on this page:
If that's what you are trying to do, then you can consider using a page builder app.
This page was built with PageFly by the way.
Hope this helps.