Considering that the unit of work for git is a repository (or more precisely a repository content), I don't think you can easily integrate one file.
If you don't need its history, you could consider simply copy it in your repo.
But if you do need the history, then some git filter-branch (as in "git: How to split off library from project? filter-branch, subtree?") are in order. That seems a lot of effort for just one file though.
When I checkout the main repo, the linked file is not a symlink, but instead the file content is "<reponame>/path/to/<linked_file>".
In other words git commits the symlink's target as file content
But the basic idea works.
I use "submodule/path/to/file" instead of "file" and it works