httpd.apache.org dit :
3. However, the biggest hurdle is yet to come. My friend wants to server some files off one of his hard drives (a different one than Apache is installed upon). No problem on unix, just create a symlink. On windows, I can use a shortcut, right? Just like a symlink, they “…can point to a file on your computer or a file on a network server.”

Well, not quite. Shortcuts have a .lnk extension, and Apache doesn’t know how to deal with that, other than to serve it up as a file. I did a fair bit of searching, but the only thing I found on dealing with this issue was this link which basically says you should just reconfigure Apache to have its DocRoot be the directory which contains whatever files you’d like to serve up. Ugh.

However, the best solution is to create an Alias (which has helped me in the past) to the directories you’re interested in serving up. And now my friend has Apache, installed properly as a service, to play around with as well.