On Unix, the way to symlink a database is first to create a directory on some disk where you have free space and then to create a soft link to it from the MySQL data directory.
$> mkdir /dr1/databases/test
$> ln -s /dr1/databases/test /path/to/datadir
          MySQL does not support linking one directory to multiple
          databases. Replacing a database directory with a symbolic link
          works as long as you do not make a symbolic link between
          databases. Suppose that you have a database
          db1 under the MySQL data directory, and
          then make a symlink db2 that points to
          db1:
        
$> cd /path/to/datadir
$> ln -s db1 db2
          The result is that, for any table tbl_a in
          db1, there also appears to be a table
          tbl_a in db2. If one
          client updates db1.tbl_a and another client
          updates db2.tbl_a, problems are likely to
          occur.