First off, not sure if it's a typo but the command you typed in your post creates a hard link, not a symbolic link. If it isn't a typo, the first thing you should try is adding the -s flag to make symbolic links and give it another shot.
Sounds like a bug in WinSCP itself. That's not how symlinks (or hard links) should be handled and I doubt there's anything you can change on the server to coax WinSCP into behaving correctly.
As a temporary fix you could try swapping your symbolic links for hard links if you can. WinSCP shouldn't be able to mess that up. Here's an answer from stackoverflow explaining the differences. The important bit here is that hard links can't span filesystems, so if yours do then you're out of luck here.
Since this is probably a bug, you should submit a bug report so that the WinSCP devs know about it and can fix it in later versions.
If you can't use hard links, and you can't wait for the bug to be fixed, or if it turns out it's not a bug or won't be fixed, then you should tell your friend to find another program if she can. Maybe scp under cygwin, or if she has Windows 10 and is set up for Insider Previews she could try the new linux subsystem out.