url isn't an object on the Marker class. But there's nothing stopping you adding that as a property to that class. I'm guessing whatever example you were looking at did that too. Do you want a different URL for each marker? What happens when you do:
for (var i = 0; i < locations.length; i++)
{
var flag = new google.maps.MarkerImage('markers/' + (i + 1) + '.png',
new google.maps.Size(17, 19),
new google.maps.Point(0,0),
new google.maps.Point(0, 19));
var place = locations[i];
var myLatLng = new google.maps.LatLng(place[1], place[2]);
var marker = new google.maps.Marker({
position: myLatLng,
map: map,
icon: flag,
shape: shape,
title: place[0],
zIndex: place[3],
url: "/your/url/"
});
google.maps.event.addListener(marker, 'click', function() {
window.location.href = this.url;
});
}