Linking Ubuntu Documents to Windows Documents

Use a soft link, it is safer and I am not even sure that Windows can deal with Linux hard links, I don't know how NTFS deals with hard links.

However, do it the other way around. You want to link your Windows documents to your Linux $HOME:

1. First make sure that /mnt/data/.../Documents is up to date by copying any newer files from ~/Documents:

   cp -ruv ~/Documents/* /mnt/data/.../Documents
   

2. Then delete the ~/Documents directory (make sure the step above worked first) and create the link:

   rm -r ~/Documents 
   ln -s /mnt/data/.../Documents ~/Documents 
   

That way Linux will simply treat the /mnt/data/.../Documents directory as its ~/Documents. The whole process is transparent to Windows so you don't need to worry about file system compatibility issues.