Yes you can just reference the link absolute. Many people running external sites will run a shop.yoursite.com type of approach. Yoursite.com is the external site, we just attach to shop. as the url. Then across your site you can put links to shop.yoursite.com/store/myaccount.aspx or shop.yoursite.com/store/shopcart.aspx, etc.
Some even run those pages as a popup from their main store and then you can set the continue shopping button on cart to 'close window'. Some run those pages in an iframe on their main site so it falls within a page on their existing site. Most just go to shop.yoursite.com's pages after adding to cart though and have that site mimic the main site's theme as much as possible.
Many options. Pick the one most correct for you. Hope I got your question right, I apologize if I didn't.
Ed Sturrock
Co-Founder, VP of Product Management