Being new to Debian, it's imperative that you read the APT-HOWTO, especially the sections 1, 2, 3, and 7.
APT-HOWTO
http://www.debian.org/doc/manuals/ap.../index.en.html
If you don't like to read, Debian is not for you.
After reading it, you know about apt-get update/upgrade/dist-upgrade, apt-chache search and show etc. Did you do an 'apt-get update'?
I use Sid, i've never heard of 'links', (i've used 'lynx'), so i want to know.
macondo@debian:~$ apt-cache show links
Package: links
Priority: optional
Section: web
Installed-Size: 936
Maintainer: Peter Gervai <grin@tolna.net>
Architecture: i386
Version: 0.99+1.00pre12-1
Provides: www-browser
Depends: libc6 (>= 2.3.2.ds1-4), libgpmg1 (>= 1.19.6-1)
Conflicts: links-ssl (<< 0.99-1.1)
Filename: pool/main/l/links/links_0.99+1.00pre12-1_i386.deb
Size: 384846
MD5sum: d4670831b63a80e4d4fbe01b1155350d
Description: Character mode WWW browser
Links is a lynx-like character mode browser. It includes support for rendering tables and frames, features background downloads, can display colors and has many other features.
Ok, now i know what it is, how big it is, and if 'apt-cache show' shows it, , IT IS in the repositories of Sid, which is what i'm using at the moment.
#apt-get install links
apt does it all.
If you do it manually and install in whatever directory, apt doesn't know. Do not try to use Debian like you're used to with other distros, read and do it the debian way, otherwise, you will be in a world of pain.