Yeap, you can do that, just put the link in the caption, and modify the theme files (Documents ▸ Publii ▸ sites ▸ YOUR_SITE ▸ input ▸ themes ▸ YOUR_THEME) as follow:
{{caption}} or {{credits}}
to
{{{caption}}} or {{{credits}}}
To preserve your custom code and prevent it being overwritten the next time the theme is updated, please ensure that you have created override files; these are, essentially, copies of the existing theme files that are stored separately from the main theme files → https://getpublii.com/dev/theme-overrides/