Cannot create symbolic link inside different folder
You must use the full path for both the source and target.  

ln -sF /Users/allan/Desktop/Explore /Users/allan/Desktop/folder/testExplore

Hint:

An easy way to expand out your path (if you are in it already) is to expand the variable PWD (use $PWD to reference it)

ln -sF $PWD/Explore $PWD/folder/testExplore

And if you hit the Tab key after referencing the PWD variable:

ln -sF $PWD Tab  gives you:

ln -SF /Users/allan/Desktop/