What is the HTML code I have to insert to display the banner?

The best is to use <object> tag. To expand compatibilities we set special cases for old versions of Internet Explorer.

Object example (non clickable)

<object classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000" width="300" height="400" id="myFlashContent">
    <param name="movie" value="http://www.DOMAIN_NAME.com/BANNER_NAME.swf" />
    <param name="quality" value="high" />
    <param name="wmode" value="transparent" />
    <!--[if !IE]>-->
     </object>
    <object type="application/x-shockwave-flash" data="http://www.DOMAIN_NAME.com/BANNER_NAME.swf" width="300" height="400">
     <param name="quality" value="high" />
     <param name="wmode" value="transparent" />
    <!--<![endif]-->
     <a href="http://www.adobe.com/go/getflashplayer">
      <img src="http://www.adobe.com/images/shared/download_buttons/get_flash_player.gif" alt="Get Adobe Flash player" />
     </a>
    <!--[if !IE]>-->
    </object>
    <!--<![endif]-->
</object>

• Change http://www.DOMAIN_NAME.com/BANNER_NAME.swf by the real url of the banner.
• Change height and width by the size of the banner.

Object example (clickable)

<object classid="clsid:D27CDB6E-AE6D-11cf-96B8-444553540000" width="300" height="400" id="myFlashContent">
    <param name="movie" value="http://www.DOMAIN_NAME.com/BANNER_NAME.swf" />
    <param name="quality" value="high" />
    <param name="wmode" value="transparent" />
    <param name=FlashVars VALUE="clickTAG=http://www.TARGET_LINK.com">
    <!--[if !IE]>-->
     </object>
    <object type="application/x-shockwave-flash" data="http://www.DOMAIN_NAME.com/BANNER_NAME.swf" width="300" height="400">
     <param name="quality" value="high" />
     <param name="wmode" value="transparent" />
     <param name=FlashVars VALUE="clickTAG=http://www.TARGET_LINK.com">
    <!--<![endif]-->
     <a href="http://www.adobe.com/go/getflashplayer">
      <img src="http://www.adobe.com/images/shared/download_buttons/get_flash_player.gif" alt="Get Adobe Flash player" />
     </a>
    <!--[if !IE]>-->
    </object>
    <!--<![endif]-->
</object>

• Change http://www.DOMAIN_NAME.com/BANNER_NAME.swf by the real url of the banner.
• Change height and width by the size of the banner.
• Change www.TARGET_LINK.com by the target link of the banner.

Is it possible to add a link to a page from a banner?

Yes, just use the clickTAG argument in your HTML code, as explained on the previous paragraph.