The "Settings" page inside each album gives you the ability to assign hyperlinks to your content. You can assign a static hyperlink to everything, or assign hyperlinks using dynamic data specific to each piece of content.
If you need to assign a different type of hyperlink than what's available, Director allows you to create your own link templates. To learn how, use an FTP client to navigate to the following file from the root of your Director installation:
plugins/links/sample/template.php
Download the file and view in a text editor. The document contains inline instructions on how to setup your own and the options available to you.