In order to use a modal window or a slider, for an external site, you will need to include https:// in front of the site in which you will need to point to, in addition you will need to make sure that the site you want to link to, is able to be put into an iframe. As modal windows and sliders both use iframes, if a page does not have this option, it will not work.
Exclusive to frameless and the sliders, SharePoint lists do not work with these pages. If you are linking to a SharePoint list, you will need to use either the framed or SharePoint modal windows. In addition, if the website you are linking to is not responsive, these frames will not work, as these windows do not scale.
Frameless: This options shows the intended link in a frameless modal window.
Framed: This option shows the intended link in a framed modal window.
SharePoint: This option shows the intended link in the standard SharePoint modal window.
Slider: This option shows the intended link in a Slider. You are able to also choose which side of the page the slider comes out from.