Some companies build up links to their website to improve the search engine optimisation and to improve the visibility of the site on the search engines. These links should be built up organically according to the search engine giants Google, as paying for links to your site is not seen as good practice and can get your site penalised. Many companies do pay for links to sites but unless they are relevant and of good quality, they will not really have any positive impact.
The best way to build up links to your site is by asking your suppliers and partners to link to your website. You may also try and get articles written about your business and ask for a link to be put in to your site. These links are the most useful to the user and therefore favoured by the search engines and will most likely improve your SEO.