Can someone give me tips on how to build backlinks as I have none. Also explain how and what this backlinks is and how it works.
you can buy back link, exchange links with other, write some good content topics and submit them to high pr article sites.
here is lot's of article and thread where you can learn about this anyway here is one of the best site for read about back links and about seo seobook.com
backlinks means gaining links from quality sites, that update frequently and relevant sites, that have content similar in some way as your site is. you may get backlinks by article submissions classifieds adding link as signatures social bookmarking blog submissions
Article Marketing and Blog posts on dofollow blogs are good way to start, also try your forum signatures