With SFTP, Cyberduck supports creating a symlink by right clicking a file or folder, and selecting create symlink. This then creates a symlink in the same folder as the file/folder you're linking to. The symlink's path is relative, so it cannot be moved outside the folder, or it stops working.
This is THE most useless thing I can possibly imagine. Why would you EVER want to create a symbolic link to another folder in the same directory?
I have to be missing something. How can I create a symlink OUTSIDE of my current directory in Cyberduck? Or please refer me to a SFTP/FTP client that can.