What you're asking for can be achieved with an HTML ImageMap
(please read the article), but basically you display the image and define areas as "hot zones" that can be used to do many things including opening a new page.Here
is an acceptable tutorial too.
Then, depending on how complex your map areas are going to be, you may need some graphic software to do the Map generation part (which is easier if you are drawing on screen). There are a lot of editors that can do this, e.g. GIMP with a plugin. Personally I use PhotoImpact, which is acceptable.
Hope that helps.