OK, it sounds like you're really starting from basics. You need to go read a primer on HTML and in particular CSS. There's lots of good tutorials out there. Once you read one, start playing around with a file of your own and try to position things and modify the look and behavior of links. When you run into a specific problem, by all means ask here. We want to help, but your questions are incredibly broad and would not be served well by someone here just rewriting what has already been written thousands of times around the web -- what is CSS and how to use it. For us to help you, you really need to come in with at least a basic working knowledge and ideally have made an attempt.
I can answer your last question quite easily though: to make an image that links to another page, just put the regular link <a> tag around an image:
Code:
<a href="http://somelink.com"><img src="/images/blah.jpg"></a>