symlinking is possible between partitions (it is symbolic link . But hardlinking is possible only on same partition and only for files.

you can create link with program ln:
$ ln -s orig_location destination
(this will create symbolic link from existing location to destination; -s means symbolic)

If you want to move stratagus to MyDocs, first move files and folders, then create symlink:
$ mv /opt/stratagus /home/user/MyDocs
$ ln -s /home/user/MyDocs/stratagus /opt/stratagus

Note: you must run these commands as root. And you may move it after installing (not before). Installation to MyDocs failed due to FAT permitions.