Link building is probably one of the most talked about (and debated about) SEO tasks. The basic goal of link building is to get other websites to link to yours. If you think about ranking at the top of search results as a popularity contest, then links are like votes saying your website deserves to be ranked highly. Getting links with keyword anchor text will help you rank specifically for the keywords that are linked to. For example, Adobe Reader ranks number one for the keywords click here because so many websites linked to it using the anchor text click here to download Adobe Reader.
That content CAN be on links to your own content on other pages, but if you are really helping a user understand a topic – you should be LINKING OUT to other helpful resources e.g. other websites.A website that does not link out to ANY other website could be interpreted accurately to be at least, self-serving. I can’t think of a website that is the true end-point of the web.