A typical file is just a pointer to a place on the hard disk, called an inode. A hard link creates a new pointer to the same place. A file will only be deleted from the disk after all links to it are removed. Hard links only work on the same filesystem. A hard link is what you might consider a "normal" link.
A symbolic link, or soft link, is a little different, it does not point directly to a place on the disk. Symlinks only reference other files by name. They can point to files on different filesystems. However, not all systems support symlinks.
Windows historically did not have good support for symlinks, but the examples were tested in Windows 10 Pro, and both hard links and symlinks work properly if you have administrator ...
