Open your XML document and add link attributes to each img element containing the URLs you wish to assign, like so:
<img src="tree.jpg" link="http://slideshowpro.net" />
When content is clicked, link will be loaded in a new browser window. If you’d like to load your links in the current browser window, or in specific frame, add a target attribute:
<img src="tree.jpg" link="http://slideshowpro.net" target="_self" />
The "action" zone in the Content Area is what is clicked to spawn the hyperlink. You can either keep the default setting of Content Area Interactivity which renders the action zone in the middle, or switch it to "Action Area Only" to make the entire surface area of your slideshow content clickable.
Once you decide how large your action area will be, check to make sure that Content Area Action is set to "Hyperlink". This will instruct the player to look for hyperlinks.
Publish a new slideshow or refresh your browser, then click on your slideshow content. Your links should now work!