I am starting to run banner ads on Go2Mobi and wanted to host my banners on Amazon S3 and use Cloudfront for distribution; however, I am unsure how to do this. Is this even possible?
Go2Mobi hosts your banners, and most likely they use CloudFront themselves. 
Ah ok
So the flow goes like this:
Banner (hosted with Go2Mobi) -> Pre-lander (self hosted or with CDN) -> Offer Page
Also, if I were to set it up Banner -> Offer Page, that would be considered direct linking?
You are right, for both flows 