Can I link an uploaded image to an external site?
How can I do?

You mean if someone clicks on the image? Sure, but you will have to do some coding so that not all images are linked to the same. I suggest using the custom data field for that.

Thank you, but I don't know what is the custom data field

^_^'

Come on, use the tools of the internet. http://www.zenphoto.org/support/search.php?q=custom+data