How to create a symbolic link in Windows 11 to a SharePoint Online document library?

We are trying to create a symbolic link to C:SASData that is actually a SharePoint library hosted here: https://company.sharepoint.com/sites/sasdata/%shared%20documents/Forms/AllItems.aspx using the following code:
MKLINK /D C:SASData “https://company.sharepoint.com/sites/sasdata/%shared%20documents/Forms/AllItems.aspx”. The command completes just fine, however when you try to access the link it says Location is available and C:SASData is not accessible.

What are doing wrong? We have tried different combinations for the document library address.