In a symlink! 

• A typical symbolic link:

$ ls -l /etc/motd
lrwxrwxrwx  1 root root 13 2008-07-20  motd -> /var/run/motd

• It doesn’t have to be a real file:

$ ls -l /var/run/app_svr 
lrwxrwxrwx  1 root root  7 2009-03-09 app_svr -> neptune:80