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 with 1 image that you want as the thumbnail to link
2) Go to Gallery >> Manage Galleries > [select each gallery to edit] > next to 'Page Link to:' select the page you want the thumbnail for the gallery to redirect to
3) If you want it linked to an external site, you still need to create a page and select it in the setting as mentioned is step 2
3a) 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.
4) 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: