They should work. Both are treated as links by the menu, so there is no 'redirect' in the sense of 301/302 but rather the menu just outputs a link to the desired location rather than a link to the category itself. For Category Link categories we always preface URLs with a forward slash (i.e. /mycustompage.aspx), but you could use a fully-qualified URL (i.e. http://), too. A Custom Page category allows you to map to a Custom Page page (by choosing the Custom Page from a dopdown list); this is really just a convenience feature because you could achieve the same thing using a Custom Link category.