The original purpose of building links was to promote your web site at other sites and bring in visitors. These days only high quality links (Links on visited and related web pages or sites) can bring you targeted visitors.
Another reason for Linking, much more important than the first one, is to build links for search engine purposes. So, if you want to attract visitors from the search engines you must build as many links as possible. However, not every link has search engine value.
Another important thing - If your site is not Indexed by the search engines, do not try to submit it! It doesn’t help! Just build several links, and the job is done.
Link Building is not an easy activity, especially for beginners. Regardless, you have to start somewhere. These tips will help you build initial links and will give you further references.