I'm not sure to have understand everything.
You can link PWG to an other repository where you have your images. look at DEMO SITE

If you want to create a link with an other website you can :
    Create a new category (virtual) for exemple
    Title of category : My personal web site
    Change description of the category with :
    <script>self.location.href='http://www.my_personal_link.com/';</script>