How to wrap a whole view in a tpl file? I created a view and I'd like to wrap it with a link in a template file. I've never worked with custom template files for views, so I've no idea where to start.

How can I do this?
In views under advanced->theme you can see template naming conventions you can use. Copy the views-view.tpl.php to your themes templates folder and rename it to one of the suggested names in views->advanced->theme. Clear your cache and the template will be used. Now you can alter the output of the whole view. 

You can also do this for the fields as a whole, or a specific field. 

Mind that views has so much power through UI that you seldom need to go through themefiles. 

Wrapping the views field(s) in a link can be done also by rewriting field output.