The concept of adding url to slideshowbox component is missing from its design plans, because we wanted to create rather than a thumbViewer a slideShow gallery.
Anyway, theoretically there might be a way, you need add a navigateToURL method on events like PHOTO_OPEN or THUMB_SELECTED (depending on the template) but we don't recommend it since the the component on that event has another functionality which may interfere with current one added by you.