Can I create a symlink to a Windows executable in the Windows Subsystem for Linux (WSL) PATH?

You need to prefix the executable with its path. Alternatively you can modify the Linux PATH environment variable and append the Windows path (prefixed with /mnt/c/).

From: Windows Subsystem for Linux interoperability with Windows

Invoking Windows binaries from WSL

The Windows Subsystem for Linux can invoke Windows binaries directly from the WSL command line. Applications run this way have the following properties:

1. Retain the working directory as the WSL command prompt except in the scenario explained below.
2. Have the same permission rights as the bash.exe process.
3. Run as the active Windows user.
4. Appear in the Windows Task Manager as if directly executed from the CMD prompt.

Example:

$ /mnt/c/Windows/System32/notepad.exe

In WSL, these executables are handled similar to native Linux executables. This means adding directories to the Linux path and piping between commands works as expected. Examples:

$ export PATH=$PATH:/mnt/c/Windows/System32
$ notepad.exe
$ ipconfig.exe | grep IPv4 | cut -d: -f2
$ ls -la | findstr.exe foo.txt
$ cmd.exe /c dir

The Windows binary must include the file extension, match the file case, and be executable. Non-executables including batch scripts and command like dir can be run with /mnt/c/Windows/System32/cmd.exe /C command.

Examples:

$ /mnt/c/Windows/System32/cmd.exe /C dir
$ /mnt/c/Windows/System32/PING.EXE www.microsoft.com

Parameters are passed to the Windows binary unmodified.

Even in Linux symbolic links contain the path. Take for example this command:

$ ls -la /bin | grep ^l
(...SNIP...)
lrwxrwxrwx  1 root root      20 Jun 27 09:49 systemd -> /lib/systemd

systemd is linked to /lib/systemd/systemd. So your symbolic link of:

sudo ln -s -t java.exe java

I imagine (because I'm not a link expert) would need to look something like:

sudo ln -s -t /mnt/c/Windows/Path/To/java.exe java

---

Use alias instead of symbolic link

Rather than a symbolic link I would create an alias in my ~/.bashrc file thusly:

alias java='/mnt/c/WindowsPathTo/java.exe'

Then whenever you type java the mumbo-jumbo is typed on your behalf. Any parameters passed are honoured.