Link on Menu title ?

Sorry, but at the moment there’s no easy way to do this.

CMW effectively consists of 2 parts : there’s the code that controls and builds the widget, and there’s the code that does the actual filtering and builds the menu. The title is really part of the widget code, but the widget allows that title to be overridden by a value passed back to it from the filter code. Unfortunately, the filter code currently only passes back the menu item’s title, nothing else about the menu item (such as its href).
It’s still possible to hook into the widget’s widget_title filter and wrap the title in an anchor, but your code would have to go fetch the menu for itself, scan through the items for a title match (hoping there’s only one!), construct the link using the item’s href, and pass it back to the CMW widget instance. As I said, not easy.

I’ll look into providing an option for CMW to do it … but I can make no promises.

PS. I’ve made an assumption that you are configuring CMW for Branch = Current Item, however if you are using it with a specific menu item as the Branch then you might be able to use something like the Widget Title Links plugin?