Hi there Jane, thanks for getting in touch!
Yes, it’s definitely possible to make the title of the Mini Calendar widget a link, but it will take little bit of customization. You can override the mini-calendar-widget.php template to customize the display of the widget.
If you haven’t done so already, I’d recommend checking out our Themer’s Guide. This will give you step-by-step instructions for creating template overrides, including those for widgets.
I’ll also note that the widget title is rendered using WordPress’s standard the_title() template tag, so you should be able to wrap pass the link tags in there in the same way.
I hope this helps!
Geoff