They do so if you convince them with great content that's worth introducing at their sites.
Beginning with the very basics, a link is a way of navigating from one webpage to another. Building quality links for your website needs a lot of work, you will need to participate in forums, create articles, create Blogs, submit your link to directory websites, create ads that would interest your targeted market and submit it to classified ad websites, and make Press Releases.
My son came home on 1st saying that amma tomorrow is Gandhiji's birthday. I told him that it is Shastriji's birthday too. I told him about Shastriji and how though small in stature, he achieved great heights by his principles.He was wide eyed. I hope he learnt his lesson.