library path in Rd link

On Unix-alikes, the workaround is to build soft links to all the
packages in a standard location; but soft links don't work on Windows
(and we don't want to get into the almost-undocumented hard links that
exist on some Windows file systems).

Symbolic links are available on Windows Vista:

C:\> mklink /?
Creates a symbolic link.

MKLINK [[/D] | [/H] | [/J]] Link Target

        /D      Creates a directory symbolic link.  Default is a file
                symbolic link.
        /H      Creates a hard link instead of a symbolic link.
        /J      Creates a Directory Junction.
        Link    specifies the new symbolic link name.
        Target  specifies the path (relative or absolute) that the new link
                refers to.