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Soft links

Soft links are rather easy to use in linux, and most programs recognizes them. A soft link, or symbolic link is nothing but a pointer to a file

Absolute links

Absolute links can be made by either

a) Right clicking on a file and selecting Make link b) ln -s path/to/link/from path/to/symbolic/link

Relative link

An absolute link can be made absolute by using symlinks. To make links in a directory relative, type

symlinks -cr path/to/directory

Hard links

It is also possible to make hard links. A hard link isn't a pointer to a file, it's a directory entry (a file) pointing to the same inode.

http://askubuntu.com/questions/108771/what-is-the-difference-between-a-hard-link-and-a-symbolic-link

ln path/to/source path/to/link

http://www.cyberciti.biz/faq/creating-hard-links-with-ln-command/