Can the list of collections on my Artwork page also link to another page?

Yes, in the Classic style. Open the page in Website Builder, select its Artwork Archive block, and add an entry under Other Pages In The List: a label, and a link to a page of your website or to another website. The setting shows when the block's Artwork Source is Automatic, and it applies when Automatic View is All Artwork or Chosen Collections. Those links are listed first, before your collections, on the Artwork page and on each work's page. A page of your website opens inside the list: the list stays on the left with that page marked, and the page's own content shows where the works would be. A link to another website opens in a new tab.

Use it for a page that belongs with the collections but is not a collection, such as a page of scrapbooks or a film.