Select your image or item you want to add a link. Go to the Property Sheet, that's on the right side of the page, left of the Landing Page Actions, Where it says linkURL, paste or type the url. That will add a link to your button.
Any way to specifiy the 'target' of thie link, so that it stays on the same window (and doesn't open a new one)?
90 seconds later: I found it. There is a property called imageOpenNewWindow. I couldn't see it at first because it was truncated on my display. Just set this to False, and the new LP will be displayed in the same window.