If you are asking that question, the best way to get started is to look at what your competitors are doing. Find every backlink they have in Open Site Explorer (group by domain, external links only). Usually you can find a lot of gold, like awards and sponsorships you weren't aware of, that your business can apply for. Do this for every competitor.
Beyond that, link building is often done through link baiting. You can get some traction through a small amount of comment link building and directory listings at some of the major directories. Guest posting is probably the most actionable form of white-hat link building you can do.
Once you feel comfortable enough, you can start contacting related websites about adding a link to your website. This might come about as an incentive (a discount in your store, if you have one, as an example) or be paid outright. You can get these for free, I've found, if you engage the website owner in conversation first.
Here is a good post on contacting website owners:
http://www.seomoz.org/blog/outreach-letters-for-link-building-real-examples-14902