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In order to rank well on the search engines, you need to have other websites pointing to your website. These are known as inbound links. There are a number of ways of getting inbound links to your site, and several older techniques that are no longer very useful.
One of these older techniques is known as a link exchange. Link exchanges are when a number of different websites agree to exchange links. Nowadays, this method only works if you can find related websites to your subject that do not compete with you.
In other words, if you are selling furniture online, you would welcome links from websites selling furniture polish or soap, since they are not competing with you. However, if your website is about pets, you would not want a website selling animal traps to link to you.
The best way to get inbound links is to use search engines to find popular websites that are in your general field. You can then ask for a return link. I suggest emailing the webmaster for the link, using your own words, not some canned program.
Keep in mind that you do not want a lot of links all at once. That will look suspicious to the search engines. Gradual link building is best.
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