Link entire slide

Yes, there is, with some HTML/CSS.

HTML:
Slide Content Here

CSS:
.entire_slide_link {
display:block;
width:100%;
height:300px; /* of whatever height you want */
}

Its not working.

The small icon appears.

How do I do – no icon, just the slider as link itself?

Just ensure that the ‘Link URL’ within the ‘Slide Link’ TAB for each slide is left blank.