Create symlink to all contents of a folder or everything in folder:
ln -s /media/user/HDD/folder/another/* /home/user/Downloads/another/
Create symlink to certain file in folder:
ln -s /media/user/HDD/folder/another/file.txt /home/user/Downloads/another/
Create symlink to certain folder in folder:
ln -s /media/user/HDD/folder/another/folderName /home/user/Downloads/another/