To Create a Link to a File Using the Create Links Dialog

In the Links tab of the Explorer dialog, click the Create Link icon and from the drop-down list select Link From File.

The Create Links dialog opens.
Do one of the following:

In one folder, select one or more files to which you want to create links.

or
Click the down arrow to see the Selected Files list. Select one or more files and click Add. Then navigate to a different folder. Again select one or more files and click Add. Repeat as needed to add files to the list. Click Remove if you need to remove a file from the list.
(Optional) Do one of the following:

To make the links portable, click the Directory History icon on the top-right side of the dialog and click Select Configuration Variable. In the Select Configuration Variable dialog that opens, select a configuration variable and click OK.

or
Turn on Save Relative Path.
Click Open.
The Link Target dialog opens.
Select the files to which you want to create links, then click OK.
The links appear in the Links tab of the Explorer dialog.