/dev/pilot is not required by pilot-link it's just there for convenience.

pilot-link doesn't create /dev/pilot

If you really want a /dev/pilot you can create it yourself, by making a symbolic link to the port that your device is connected to. e.g.: If you have a serial connection to the first serial port try the following command (as root):

ln -s /dev/ttyS0 /dev/pilot