You sure can... Since you tagged Website builder, there are several ways in GoCentral.
Add a link within a page:
=> Using a Widget:
Go to Pages > Choose the page you want to add the link to > Add a Section > HTML
=> Include HTML link code within page content.
<a href="https://YourEtsySiteURLHere.com">My Etsy Store</a>
Add a link in your Navigation:
=> My Site > Pages > Add > Choose Link to external website