In the locations settings (Content → Locations → choose the location → Address), it is possible to define a link to the store. However, it will not appear on the front end in the location marker by default.
To add the website link to the location marker, please navigate to Amasty → Store Locator → Configuration → General Visual Settings → Google Mark Template and add the following variable to the template:
<a target="_blank" href="{{website}}"> {{website}}</a>
Here is the frontend result: