Incoming Links

Rookie league question here, but you don’t learn if you don’t ask. In the Incoming Links section of my admin page I’ve been getting a message like this almost daily…

unknown linked here saying, “How do you find and sustain hope? The author of “H …”

And there’s a link on “saying.” Now, when I click the link I know whose blog it is. So this is her linking to me I’m thinking, but how is she doing it and how can I do likewise?

Thank You…
Bill