The parallax image is set as a background so it cannot be made clickabe.
What you need to do is add the Text as HTML in the manual excerpt box (if you created the area with a parallax post) looking like below
<a class="myparlink" href="http://msn.com">
All your content on several lines
<br/>All your content on several lines
<br/>All your content on several lines
<br/>All your content on several lines
</a>
Then add the CSS rule below to the theme Global Custom CSS Rule box to make the link area cover the image.
a.myparlink {display:inline-block;width:100%;}
#post-38-p .parallax-content {text-align:center;}
Once in place post back for final tuning