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Just to elaborate on Hot Pastrami's post: you can execute a cgi script with an html link the same way you can provide an html link to another html page, or any other file within your webserver document root.
You didn't say if you are already able to get this cgi script working in the first place, because there's a few important things that have to be done first in order for this to work, regardless of the server's platform:
-Make sure the cgi script has executable permission and ownership
-Make sure the script resides in directory deemed by the webserver to contain executable scripts
-Make sure ".cgi" is an extension recognized by the webserver as a file to be executed
-Make sure the script is ready to output to a browser
If any of these are not true, then you will get a server error. The reason why I point all this out is because I had to learn it the hard way.
One more tip, especially if you are working with a cross-platform remote server - make sure the script is transferred as ascii and saved in the text format of the server's platform.