Is the WordPress Version free? Really?
Yes it is 
I want to link some thumbnails to another site / file, how can I do that?
In the top of the template you will find this:
$(document).ready(function() {
$("#portfolio a").fancybox();
});
That trigger all the a elements inside the gallery as a fancybox.
You just need to change that to something like:
$(document).ready(function() {
$("#portfolio a.activated").fancybox();
});
and then go to each thumbnail image and add that class to those images (only if you want the fancybox)
