As Carlos mentioned you need to create / use an ExitPoint PCF. The documentation is linked in his answer so I won't do it again, however in case it becomes invalid for some reason here's the long and short of it.
You need to create a new PCF file and make of type exitpoint

In there you make an exitPointParameter, fill out the necessary fields, and you're set.
Then you can put your link wherever you want and just put in the action nameOfExitPointPCF.push("http://www.google.com")
You can put other parameters in there, and it'll build it for you, just refer to the documentation.
For really simple external links, there's one called ExternalUrl.pcf
that I assume is in the out of the box configuration.