To add code to the caption, navigate to:
  1. onMessage > Website > Site Name
  2. Find the page the photos are on and edit the page content (this may be under Master Layouts)
  3. Edit the photos
  4. Find the photo you want to add the link on and add this code into the caption box:
    <a href="URL">Link Text</a>
Fill in the URL with the URL you want users to be directed to and change Link Text to whatever you want the text on the photo to read.