This simple script will make symlinks for your selection of files and folders (or single file or folder) to your destination using send to menu. If you want to know more about this kind of links or make your tool or find existing tools you can visit this howtogeek article
all you have to do is to download the exe from release section or convert it yourself and copy it or make a shortcut in %AppData%\Microsoft\Windows\SendTo
select your file(s) and/or folder(s), right click -> send to -> Symbolic Link at -> select destination and done.