If someone searches, using Google, they're more likely to click on and visit your site if you're towards the top of the list of sites. Around 40% of people will click on the site at the top of the list, while less than 1% will click on the 20th site.
The way Google ranks pages is by looking at links. If another site puts a link to your site on their site, Google sees this, and views it as a sign that your site is good. Google will then rank you higher – particularly if the site that linked to you is a high-ranking site itself.
Therefore, if you want to rank higher in Google, you need to get other sites to link to your site.
There's no way to cheat Google's system. Swapping links with people doesn't work. Links from new or worthless sites are worth nothing. Buying links, or spamming/posting your link on forums or blogs will get your site removed from Google's listings altogether.
In the long run, the main way you'll need to get links is by people linking to you of their own volition. For this to happen, your site needs to be as good as you can make it.
If your site is a typical business site, people just aren't going to link to you. To get any serious amount of traffic, you're going to need to advertise.
Links are valuable, but they're very hard to get these days. Just get a few easy links, as described below, and then spend the rest of your time writing new articles/content for your site.
Directories – Search in Google, for directory and the topic of your site. There will likely be numerous relevant directories you can submit your site to. Directory links are low-value, but they're (usually) one-way, and easy to get. Ignore any directories that require you to link to them. Start with the Open Directory Project. That's an easy, valuable link. They take time to review sites, and are fairly picky.
Local resources – Search for directories or resources specific to your city/state/country. They're likely to be receptive to a site created by a local.
Links pages that accept submissions – Do a search for your site topic plus a phrase like "submit a resource", "useful links", "useful resources", or any combination of "submit your site", "suggest a resource", and "add new link".
Contact people – This is time-consuming, but it's really the only way to get links from medium-sized sites. You need to write a very short, relevant, personal email to the webmaster of a site, suggesting your site for their resources page, or for some other feature. The email must be specifically tailored to this person/site, and should be very informal and chatty. It helps if you actually have something else to say, other than your link request. Remember, anything generic will get binned with the rest of the day's link-begging spam.
Get involved in communities – You can also get a few free links, and make a name for yourself, by participating in forums or blog discussions, and making valuable contributions.
Remember. None of this works unless your site is good. People don't link to you to help you out. They link to you because they like your site, or they think their visitors will find your site useful.