I don't know how to achieve it in GUI, but there is a workaround in Command line.
Say your symbolic link is :
/home/user/Desktop/project/
then, You can use readlink command to get resolved symbolic link or it's canonical file name. Then just cd
to it.
cd `readlink /home/user/Desktop/project`
Here, readlink
resolves the linkname and then passes to cd
using substitution.
If you are already in the Desktop folder, then there is no need to specify absolute path, just project
will do
cd `readlink project`
If you visit this folder frequently, you can write a one line function for it in bash :
function cdproject{ cd `readlink home/user/Desktop/project`;}