Assuming that you are inserting the banner as an image, you can simply wrap the "img" tags with a link.
For example:
<a href="http://www.example.com"><img src="yourimage.jpg"></a>
If you want the banner to open in a new tab (which is what most banners will do, you can set a target attribute like this:
<a href="http://www.example.com" target="_blank"><img src="yourimage.jpg"></a>