In the world of UNIX and Linux, symbolic links are shortcuts but they do not work like normal Windows shortcuts because you do not jump from one location to another with the file manager’s address bar changing what it shows. Instead, it is as if you see the contents of the directory at another quicker to access location in the file system and the same sort of thinking applies to files too. In some ways, it is like giving files and directories alternative aliases. There are soft links that point to the name of a given directory or file and hard links that point to actual files or directories.
For a long time, I was under the mistaken impression that such things did not exist in Windows until I came across the mklink command, which came with the launch of Windows Vista at the start of 2007. While the then new feature may not be an obvious to most of us, it does does that Windows did incorporate a feature from UNIX and Linux well before the advent of virtual desktops on Windows 10.
By default, the aforementioned command sets up symbolic links to files and the /D switch allows the same to be done for directories too. The /H switch makes a hard link instead of a soft link so we get much of the functionality of the ln command in UNIX and Linux. Here is an example that creates a soft symbolic link for a directory:
mklink /D shortcut target_directory
Above, shortcut is the name of the symbolic link file and target_directory is the destination to which it links. In my experience, it works best for destinations beyond your home folder and, from what I have read, hard links may not be possible across different disks either.