Slider may open external links when you click at the slide. By default Picture Libraries don't have URL fields, so if you want Slider to open links, first you have to add this field to Picture Library. To do this you need:
1. Go to Picture Library, specified at the Slider properties.
2. Go to "Library" tab and click "Library Settings" button.
3. Click "Add from existing site columns" in "Columns" section.
4. Choose "URL" field from "Base Columns" group, click "Add" and "OK" buttons.
5. Now you may specify links to each slide at the Picture Library.