There are many Facebook Pages out there that do not have a link to their website. This is just unbelievable but it happens a lot. People tend to be really lazy when it comes to completing their Facebook Page profile. You do not want to do this.
There is an About tab on your Facebook Page for a reason. It is your opportunity to tell people who you are and what you stand for. It is also a chance for you to add a link back to your website. A lot of people that visit your Facebook Page are going to check out the About tab. They will also be interested to have a look at your website so put in the effort here.
There are other places in your Facebook Page that you can add a link to your website as well such as the Personal Information and Biography sections. Use all of these opportunities to showcase different parts of your website.
For example, you may have a post on your website that provides a lot of value and gets a lot of traffic.
You can add a link to this post directly from your Facebook Page. Maybe you have a special offer right now and you want to link to this? Just make sure that you use all of the available links available to you.