I believe in the past that when a visitor clicks on the thumbnail their browser goes to the linked website. Currently this does not happen in various browsers tried. An example of the code I'm using is:
[snap url="http://ebay.com" target="blank" h="300" w="225"]
I have also tried using:
[snap url="http://ebay.com" h="300" w="225"]
Can you let me know if there is a problem or if the plugin is not set up to go actual website provided in the link.