Hi @stalecrouton,
I hope you are well today and thank you for your question.
You can achieve this by overwriting the function sparkling_featured_slider in your child theme as described in this reply https://colorlibsupport.com/t/how-do-i-get-only-1-slider-image-that-doesnt-link-to-other-blog-posts/#post-27625 and then add the category page URL in the href attribute of the anchor tag as following in that function code.
echo '<li><a href="http://yoursite.com/category/category-name/">';
Best Regards,
Movin