Run Command Prompt as administrator
> MKLINK /D <link-name> <target directory>
NoteI tried to use secpol.msc to grant myself with privilege for creating symbolic link.
secpol.msc via Start or Start → Run.
Open Security Settings → Local Policies → User Rights Assignment
It did not give me the permission to create symbolic link even after I re-log in. I have to run the command as administrator.