Thank you for the opportunity to help you with your question!
Search engines have two major functions: crawling and building an index, and providing search users with a ranked list of the websites they've determined are the most relevant.
Imagine the World Wide Web as a network of stops in a big city subway system.
Each stop is a unique document (usually a web page, but sometimes a PDF, JPG, or other file). The search engines need a way to “crawl” the entire city and find all the stops along the way, so they use the best path available—links.
Please let me know if you need any clarification. I'm always happy to answer your questions.