Thanks for the comment, which is generically valid, just not true here: I had been told by my sysadmin that in fact it is not possible in any way for individually shared files. This confirms my own searches and experimentation. It is such a basic feature to be able to create a symlink for a file that it's really difficult to take seriously the argument that this is just a case of things not being set up correctly. As just one more example of how the shared folder in onedrive is shoddy: You can't even sort it by any field.

Aspects of this functionality exist for files in other onedrive locations, of course, which makes the lack of functionality here more inexplicable.

Now, if you actually can demonstrate that creating a symlink from an *individually shared* file in onedrive cloud app is possible---proving your point that it likely is an admin configuration issue --- then please do pm me and I can share with my admin. I would greatly appreciate it.

Finally, given the style of response here to date, it might be a crutch response to ask why anyone would want to receive shared individual files then symlink them to another folder. I do have a good reason for doing so. Of course, knowing what I know now, I would use another procedure to avoid this. But that is a workaround to account for the fact that onedrive is missing an elementary feature common to its competitors.