Windows supports it but git disables creating symlinks by default.

> Short version: there is no exact equivalent for POSIX symlinks on Windows, and the closest thing is unavailable for non-admins by default unless Developer Mode is enabled and a relatively recent Windows 10 version is used. Therefore, symlink emulation support is only turned on by default when that scenario is detected. Support can be enabled by the user, via the core.symlinks=true config setting.

See: https://gitforwindows.org/symbolic-links.html