When the symbolic link is not allowed, you have to define the subdomain in your server to have the "document root" that point to your master website.
The concept of JMS is to share the joomla application (PHP code) and therefore, you need to configure your server to have the subdomain directory pointing to the amster website directorty.
In your case, you have setup your server to have a subdomain with a specific directory and as the symbolic link does not exists, it is impossible to JMS to deploy the links into this directory.
As you seems using cPanel, when you create the subdomain specify a "document root" that has the same value as your master document root.
If you are using your own server and have a WHM, verify that suPHP is used. This will fix the symbolic link issue.
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