Most people don’t know, but Windows does support hard links, as long as you are using NTFS. It also supports shared read and write just like *nix, as long as you use the right APIs.
This Python script demonstrates the creation of a hard link, that the hard link and the original file actually point to the same place, and it also demonstrates that you can open the same file multiple times for reading and writing if you use the right flags.
The script actually uses a couple more features, like ‘FLAG_SEQUENTIAL_SCAN’, which can improve the process of reading a file by signaling to Windows that it shouldn’t try to load the whole file into the file cache.