How to make exchange links with others ?

Exchanging links really doesn't work like it used to. Google doesn't value these types of links much anymore so you are really wasting your time putting a lot of effort into this type of work.

Try submitting to social networking and bookmarking sites to get started.

Also create really good quality content and other websites will naturally link to you.

Paula
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Let other sites come to you. That way you will know if your site is any good. Exchanging links for the sake of it will be bad for you, especially Google. It will downgrade your PR (Google's internal PR) if it 'thinks' you are just doing it for traffic or SERPS

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Find some sites which exchanges links. Fill up forms available there with your link details or email them your link details. Also place their link on your site.

This is called link exchange and its easy to find such sites on internet. Find directories and also do link exchange with them.

Instead of link exchanging I use autosurf programs like http://www.topsurfing.net to get free hits to your site. They help a lot in getting your website higher in the search engines. I have never paid for any advertising and my sites do well in search engines.

IT'S nearly useless to exchange links with low pr sites...I Recommend you to do social book marking...

Link exchange is great techniques to generate traffic. You can simply ask another web master and website owner to share their website link with you. There are lots of automated tools available which are also great source of backlinks towards your website.

Find the related niche to your website and exchange the link with it.

Just write to webmaster of website where you want to have your link/link exchange and offer this to him...that's the only way as far as i know