Rotating images to link to a different page

Is it possible to enable the image in the slider to link to a different page that the page the featured image is linked too?

You could set the featured image of the target page to be that image.

If you already have a featured image set for the target page then create a new page, set the image as the featured image, add a redirect to the target URL you want in the SEO settings. Use the new page in the slider.