How can I create a Link of my Harddisk on the Desktop
The normal solution is to go to finder preferences, and select the things (including hard disks) you want to show on your desktop. If your hard disk is external, I think you can create an alias (Right Click > Make Alias) and put it on your desktop, to represent it even when the actual disk isn't connected, not that it would allow you access to the files on this hard disk.