You would use a regular text field to save the URL. As far as clicking on the Image to make the URL open, you can do a couple things:
Use a “navigate” action when the user clicks on the image. Use an external link, and use the dynamic data field to use the Thing’s URL text as the link. This won’t allow you to open in a new tab, though, and isn’t recommended for SEO purposes (I think I read that on here somewhere)
Put a link element over the image, covering the whole thing. Set it to external, use the dynamic data field to point to the Thing’s URL. Just remember to delete the placeholder text in the link, and to make sure the link and image are grouped together, with the link on top.