'Is there a way in Windows 10 to create a virtual link from an UNEXISTING file to an existing one?

I'm using Windows 10 on a device that has only one SSD formatted with NFTS, the drive letter is C:\
I have an application that looks for a file located in D:\afolder\needed.file (I can't change this)
Is there a way to put the file needed.file in C:\ and create a virtual link so that this application thinks is working on D:\afolder\needed.file but transparently the OS is redirecting it to the file located in C: ?

I tried with the command

mklink /H D:\afolder\needed.file C:\needed.file

but I receive the error

Local NTFS volumes are required to complete the operation.

Maybe it is because the drive D: doesn't exist at all on the device?
Is there a way to make it work?
NOTE: The SSD of the device is formatted with NTFS and I run the command mklink with admin privileges



Sources

This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.

Source: Stack Overflow

Solution Source