How to create whole slide with hyperlink?
If you don't have any <a> elements in a slide
Wrap slide HTML content with link element:<a class="rsContent" href="http://example.com">
    <img src="image.jpg" class="rsImg"/>
</a>
If you have <a> tags in slide markup (lazy-loaded images)
According to HTML specification, you can not nest a elements, so markup of a slide with a link should look like this:
<div class="rsContent">
    <a class="rsImg" href="image.jpg" alt="image desc">image desc</a>
    <a class="rsLink" href="http://example.com">link desc</a>
</div> 
Make sure that you have rsLink class in royalslider.css, or add it manually:
.rsLink {
    left:0;
    top:0;
    position:absolute;
    width:100%;
    height:100%;
    display:block;  
    z-index: 20;
    background: transparent;
    -webkit-backface-visibility: hidden;
}