softlink to Network Location
I have a similar situation, and for me it simply works if I drag the network folder in finder with Cmd + Alt held down to create an alias. If the network share is not mounted, it will automatically mount when the link is accessed either by Finder or with most native GUI applications (e.g., my iTunes folder is linked this way and starting iTunes will mount the share).

However, if you meant a symlink instead of an alias, you can certainly create the link (e.g., on the command line with ln -s /Volumes/dest /path/to/target) but it will not cause the automount to occur, but rather the directory will just seem to not exist if accessed without the share mounted.