The TreeView has several ways you can do this, depending on what you what to achieve in the end.
There is a SelectedNodeChanged event which you could use. This behaves the same as with a listbox.
Secondly there is the NavigateUrl property, setting this to a value other than empty string will cause a page redirect upon click.
See the documentation here for more information and a small sample:
http://msdn.microsoft.com/en-us/library/system.web.ui.webcontrols.treeview(v=vs.100).aspx[
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Hope this helps you on your way :-)