I think you're confusing hard links and soft links (symlinks). A symlink is like a shortcut (and probably is represented as one on Windows). A hard link plays the same role as the original filesystem entry: it exposes an inode as an entry in a directory. A hard link is indistinguishable from a regular file — because for all intents and purposes, it
is a regular file — with the only noticeable difference being that it shares the same inode (and therefore, permissions, attributes, and contents) as the source file. Even though they appear to be different files, if you change one, the change will be reflected in the other because they share a physical data location on disk.
In short, a symlink is a pointer to a filename that the operating system is capable of resolving. A hard link is a way to associate more than one filename with a physical "file". It's also worth noting that hard links are only supported on Windows on NTFS filesystems.
Hope that helps!
-Matt