You'll probably have to do something to rename the file to a different extension. Windows treats the file the same way *nix systems treat a symbolic link. The best option I can think of for uploading it is to make it an extension windows doesn't know and then rename it on the server so that it comes back down as a link.
Sadly, you can't rename the extension from File Management. You can rename the file, but not the extension.
Also, I've confirmed that this has nothing to do with EPiServer, but is default Windows functionality.
Client has an intranet on EPiServer.
They want to put an ".lnk" file in the File Management. This is a desktop shortcut to an Outlook form. The target is:
"C:\Program Files\Microsoft Office\Office12\OUTLOOK.EXE" /c "IPM.Note.NOA"
It works when served from raw IIS -- downloading the file executes it and opens this outlook form, so I know downloading and running it should be fine.
However, it appears EPiServer won't upload it correctly --
When you upload it into EPiServer, it shows up in File Management as "OUTLOOK.EXE". When you download it, it indeed downloads a 12.6 MB file, named "OUTLOOK.EXE". This appears to be the actual Outlook executable, as I've verifed that it's the same exact size as the EXE in the Microsoft Office directory. (I tried running it, but it complains that a DLL is missing.)
What is going on here? It looks like uploading the .lnk file instead uploads the Outlook executable, which is the target of the shortcut. Has anyone ever seen this before?