If I want to get top ranking "buy brown shoes", should I use just "buy brown shoes" for create link exchange?
Yupp - that's exactly what the quote in your message says. The text in the link, i.e. the anchor text, can be seen as a training sequence for search engines. The more often they find this text (or text elements) in links pointing to yout site, the more they come to the conclusion, there might be some relevant stuff there - and so the improve your ranking for that terms. Regards
But if your site is new don't forget to use different anchor texts during the link building process. Make things look natural!