I don’t know why your Flag icon plugin would not work, you may be using it improperly and if so you need to ask the plugin developer.
If all you want is an icon that link to a specific site, you can just do it with a simple html link that would look like
<a href=”siteUrl“><img src=”IconUrl“/></a>
If you have the Xtreme Plus Plugin, you have the ability to create these with the link buttons shortcode found in Appearance > + Xtreme Plus > Link buttons page