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When the shell expands stuff, it explicitly does not substitute variables within single quotes. Thus your script is explicitly looking for the directory name $Directory, not the value that should be substituted.
Also, your use of the wildcard "*" is highly likely to be broken in nearly all cases. If you quote it too much the shell won't expand it and find will look for asterisk as the link target. If you quote it too little it gets expanded too soon, and find will look for the first file name in the current directory as the link target, but then find some illegal stray arguments.
for i in `find . -lname "$Directory"`;do
echo found link $i
should work better. You'll note I've reverted to back-ticks - they're perfectly good enough for this and rweaver's objection is an irrelevant red herring.