Links from other domains to your domain (i.e. links from other websites to your website) are going to help your SEO (Search Engine Optimization). They are going to make your website rise up through the SERP (Search Engine Results Page) because Google regards them as little votes for your website.
They are actually called backlinks, and backlinks may be built up manually. Google would prefer it if people linked to your website of their own accord, but you may increase the number of backlinks your website has on your own. However, Google know you may do this and may penalize your website if you go the wrong way about it.
Spamming onto comment sections
It seems so easy. You do not have to write a guest post or an article, nor do you have to pay or submit a request. All you need to do is create a comment and post it with your link. It is easy, which is why so many people do it and so many are penalized. You do not get penalized for adding your comment or link. You get penalized for doing it across a lot of comment sections. If you add the same comment or same link across a number of comment sections in a short space of time, then Google is going to smell a rat. If you want to do it correctly, then you need to add a manual and custom-made comment to each comment section. You should also vary the link that you add. It is unlikely that you have a website that is just one page, so add links to different pages on different comment sections.
Soliciting backlinks in one form or another
Google does not like you doing this at all, not even in the most innocent terms. Remove anything from your website that suggests you are trying to get people to link to you. Anything that gives people an incentive to link to you is also out of bounds. Google has program algorithms that scan pages for any phrases that may be attributed to link solicitation. Some people try to fool Google. Some people will put the link-soliciting phrase in the website, but will make it so that the search engine cannot read it. They may list the words, such as: Link To Us Today Or, they may try to add the phrase in a way that makes it unreadable by the search engine, such as “link_to” – Us. Today.” Another way is to write it on an image, because Google cannot read what is on an image. However, even if you try to cheat, you will be found out eventually. If your website starts to rise through the search engine results page a little faster than it should, then Google will start to investigate why and will see what you have done. This is especially true if your page appears within the first ten results on Google.
Asking for links on social media
This is a bit of a head-scratcher, as nobody is yet sure if Google are monitoring the social media sties to the point of recognizing when somebody is soliciting links from it. But, to be on the safe side, you should probably avoid trying to solicit links on social media.
Using the same anchor text over and over again
The anchor text is the text that you place on the link. It is the text that the user sees. If you use the same anchor text every time you create a backlink, then Google is going to realize that most of them are your doing and your site will be penalized. It will be penalized because your links with the duplicate anchor text will no longer be as powerful as they once were. So, you will have done all of that backlink building for nothing.
Always linking to the same page
This was mentioned earlier, but needs clarification. Google are aware that if you have a popular page, then people are going to link to that page over any other. They know that a good backlink profile is often weighted, with some pages having more links than others do. But, it also looks very suspicious if one page has predominantly more backlinks than any other page. This becomes even more of a problem if the page you are linking to does not have anything special about it. For example, if your website hosts tools, then Google is going to become suspicious if your product page or home page has more links than the tools on your other pages.