So where do I start

Phases of Linkbuilding

Research:

What would a "natural link profile" look like for your site?
Research competitors' links (more on that soon)
Compile list of 'targets' for links.

How will you get your links:

Link baiting, dir submissions, link requests, pay for posts/reviews, articles, write reviews of others, etc.
Many more to be given later.

Follow-up, analyze, be patient.