"The file already exists" - moving my sims game to an external hard drive

@Mikglandersson  That means that in the location where you're telling Windows to create the symbolic link, in this case:

%UserProfile%\Documents\Electronic Arts

There is already a file or folder called "The Sims 4," so Windows can't create the symlink there.  The OS doesn't allow for two files or folders with exactly the same name to exist in exactly the same location.

One reason for this is that you may not have moved the Sims 4 folder that was already present.  Another reason is that you recreated the folder, for example if you launched Sims 4 after moving the folder.