Windows 7 / Symlinks - How do I copy a Symlink to a directory?

I don't know of a way to do it within Windows Explorer, but you can use xcopy at the command line with the /b argument, see here.

use the following command in the elevated command prompt:

xcopy /b /i <source symlink name> <destination symlink name>

The output is 0 File(s) copied nevertheless the symlink is created in the destination. This is tested under Windows 7 and Windows 8.x but should work starting as of Vista

UPDATE: it works in Windows 10 as well

Use a program that supports them, obviously. Far Manager for example allows me to either copy symlinks as links or traverse them and copy their contents: