If you are using the Windows PowerShell and not the command prompt, you can use the following code:

Set-Alias -Name python3 -Value python

or use the following code:

Set-Alias -Name python3 -Value "C:\Python39\python.exe"

Note that this is a temporary Alias for the current session, to make it permanent; you have to copy the above command into an empty text file and name it Profile.ps1 file and copy it to one of the following folders:

For people ending up here while using powershell, this is another way to create symlinks.

Caveat: Requires Admin rights or group policy that allows this on normal mortal users

Open Admin / Link creation capable powershell terminal

Run