sudo ln -s media/Games/WinGames/winprefix /home/wolf/.PlayOnLinux/winprefix First, can I assume that "winprefix" is a typo? You were very consistent about using this name in your post, but the directory is called wineprefix, with an e.
Secondly, what's stored in a symlink is a path name; If it's relative (do not start with a /, like here), it will be interpreted from the directory that contains the symlink, so your symlink is pointing to /home/wolf/.PlayOnLinux/media/Games/WinGames/winprefix
That command above means that it will create a wineprefix symbolic link to the folder PlayOnLinux which the software will use to install your games. This is a CASE SENSITIVE command be sure to check caps and typos otherwise it will NOT work
now if you go to folder /home/wolf/.PlayOnLinux you will see an arrow with the symbolic link created called (have to enable show hidden files)
Symbolic link ,means that the software playonlinux is using the folder wineprefix to install the games and it must be the same name with the symbolic link.
You cannot create a a symbolic link called MYWindowsGames
This is wrong sudo ln -s /media/GAMES/MYWindowsGames /home/wolf/.PlayOnLinux