To build your own image rotator, go to the "Build your own" tab, fill out the form and click on the "Generate script" button.
You can then paste the generated script in the source editor section of a Content Editor Web Part.
To get the settings URL of your picture library:
1/ Go to your picture library
2/ Select Settings | Picture Library Settings; you'll be sent to the settings page of the picture library
3/ Copy the URL of this page and paste it in the first field of the form
You can choose to add an onclick event to pictures. The click will either open the full size picture, or open a URL that you have entered in a text column. By default the form uses a text column called [Link]. Remember to include that column in the default view of the picture library.