The 2022 National Defense Strategy of the United States listed climate change as a serious threat to national security. Climate intervention methods, such as stratospheric aerosol injection, have been proposed as mitigation strategies, but the downstream effects of such actions on a complex climate system are not well understood. The development of algorithmic techniques for quantifying relationships between source and impact variables related to a climate event (i.e., a climate pathway) would help inform policy decisions. Data-driven deep learning models have become powerful tools for modeling highly nonlinear relationships and may provide a route to characterize climate variable relationships. In this paper, we explore the use of an echo state network (ESN) for characterizing climate pathways. ESNs are a computationally efficient neural network variation designed for temporal data, and recent work proposes ESNs as a useful tool for forecasting spatio-temporal climate data. Like other neural networks, ESNs are non-interpretable black-box models, which poses a hurdle for understanding variable relationships. We address this issue by developing feature importance methods for ESNs in the context of spatio-temporal data to quantify variable relationships captured by the model. We conduct a simulation study to assess and compare the feature importance techniques, and we demonstrate the approach on reanalysis climate data. In the climate application, we select a time period that includes the 1991 volcanic eruption of Mount Pinatubo. This event was a significant stratospheric aerosol injection, which we use as a proxy for an artificial stratospheric aerosol injection. Using the proposed approach, we are able to characterize relationships between pathway variables associated with this event.