Hi Jeff,
1) please custom the archive page layout with Archive Views
Archive Views – Customizing WordPress Archive Pages
http://wp-types.com/documentation/user-guides/normal-vs-archive-views/
2) Layout style: choose "Unordered list"
http://wp-types.com/documentation/user-guides/view-layouts-101/
3) Fields to include: choose "Featured image"
wrap it with a link as Hassan mentioned above, see screenshot
4) then use CSS to style it