Do they spider domain.com and find the pages that's linking to it? Or do the pages that's linking to domain.com need to be indexed and spidered by the searchengines first? Thanks
Search engines will spider a page and find links on the page, they will queue these links for crawling and keep on indexing pages.
Search engines work in a combination of different ways. Google for example, has two different phases. Google bot crawls the web and adds websites/pages to its index at its own time. It also gets to know about a new or unknown page by another page that links to it. Google knows about new websites and webpages from user submitted sitemaps.xml In all these cases, when crawling them it parses links and that's it.
Google does 2 indexing things: An initial index and a deep index. The deep index will search for links from your page. Subscribe to the Google webmaster tools and find out everything you need to know about how your website functions with Google. It's a very useful tool. It will tell you everything about how people search for your site.
So in other words I do need to get the bots to crawl the page the links are on. So for example I have a Wordpress blog that has a sitemap which links to all the pages. If I just submit the homepage will it follow the sitemap link and spider all the other pages or do I need to submit an xml sitemap? Thanks
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Spider keeps on searching and indexing new pages and all the links that linking to that page. So, try to keep building links that can be indexed in google like a dofollow link.