By default photos will open larger when clicked. You can also make a photo link to an external website instead of zooming up.
To make a photo link to an external website
Add the photo to your page and click it to select it
Click the Link button on top of the photo and a popup window will appear (the Link button will only appear on single photos, not galleries with multiple photos)
Add the URL to the website you want to link to and press Save & Close
The photo will now open that URL when clicked
To remove a link from a photo
Find the photo on your page and click it to select it
Click the Link button on top of the photo and a popup window will appear (the Link button will only appear on single photos, not galleries with multiple photos)
Press Remove Link at the bottom of the popup window