Hard links vs soft links

HARD LINKS

A hard link points directly to the file. Acting like it was the file itself.
If one hardlink gets deleted the others survive.

SOFT LINKS

A soft link is not a pretender. It tells you that :"I am point to file X". An example or soft link or Symlink is a shortcut or alias.
If you delete the primary file then all the shotcuts / alias will stop working.

Hard Links and Junction Links
http://msdn.microsoft.com/en-us/library/windows/desktop/aa365006(v=vs.85).aspx

How to create a hard link in Linux
http://www.cyberciti.biz/faq/creating-hard-links-with-ln-command/

You must type a filename in Windows

you must type a file name

File that start with dot(.) will give you this error message.

Let say you want to create a .htaccess file in Windows.

Solution # 1 

 
Name the file .htaccess. (note the period after the .htaccess)
and the system will automatically get rid of the dot after the .htaccess

Solution # 2 

Use dos to create the file
echo >.htaccess
or edit

Solution # 3 

If you have cygwin, you can create it just like you do in linux
vi .htaccess or
nano .htaccess