If you're looking for a way to have a thumbnail in an album link to a page on your site rather than a gallery, follow the instructions below:
1) Create separate galleries to combine together as an album. For the gallery thumbnail you want linked to another page, you can set a preview image under Gallery > Manage Galleries > [select gallery to edit] > Gallery Settings > preview image. Your album will look like this, when the visitor clicks on the thumbnail they should be redirected to the selected page.
2) To set the link, navigate to Gallery > Manage Galleries > [select the gallery to edit] > next to 'Link to page:' select the page you want the thumbnail linked to, and select *Save Changes.
3) Now finally, go to the page you'd like to add this album of galleries (or album of linked thumbnails), follow these steps to create and add an album:
REDIRECT TO EXTERNAL SITE
*** If you want the thumbnail linked to an external site (a page outside your site), you still need to create a [published] page on your site (under Pages > Add New) and select it in the 'Link to page' setting under Gallery > Manage Galleries, as mentioned in step 2 above, and then add the following:
--- For the external link, install the plugin 'Redirection' by John Godley, and in its settings to create a redirect, select the page you're redirecting for one of your galleries in the album, and set the external link you want it to redirect to.