For my curiosity, what does the commands in the first post exactly do? It looks like PowerShell however, they don't work out of the box in a Windows 7 PowerShell.
Is it just creating a shortcut as it is done with the Windows GUI methods? If so, they should be handled by Geany by resolving the shortcut to its target before opening anything and then the target file is opened directly in Geany.
Though your report sounds more like there is something like real symbolic links on newer Windows versions?