A symlink (=symbolic link) is a special kind of file that points to another file, like a shortcut.
Xfce provides a [[custom action]] for symlink that is supplied by default with MX Linux: right-click what you want to link to (the target) and select symlink; copy that symlink and paste it where you want to link from (the source).
An alternative has been developed by user kmathern that is simpler and more intuitive:
ln -s %f $(yad –width=640 –height=480 –center –file –directory –filename=%f –save –confirm-overwrite=oops)
Open Thunar > Edit > Configure Custom Actions, and paste the line above into the command box after deleting what is currently there.
ln -sf /path/to/sourcefile /path/to/targetsymlink