Adding links will help my SEO?

[Sid N]

No mate, its the other way round. They need to link to you. Adding their link is easy and hence pointless, everyone would do that and hence rankings would be pointless.

Your next question will probably. How do I do that?
This is the hard part. A lot of sites eg yahoo answers, forums etc you can do it for free. but try and keep it relevant. Ie plumbing in the plumbing section. Answer questions relating to plumbing and then add your link as the source. It does not have to be in your region.

You can then try directories that are online, again free.
link exchange with these companies is tough cos you wont have anything to offer. Since you dont have traffic.