A directory symbolic link, typically created using mklink /D mysymlink C:\myfiles\somefile at the command line, can be removed like a directory using rd <mysymlink>
In Windows 7 SP1 (64-bit), a symbolic link that points to either a file (e.g. created using MKLINK) or to a directory (MKLINK /D) can be deleted in Windows Explorer, using the ordinary Windows GUI 'delete' option, without deleting the target.