Spider is the search engine industry's "technical" term for a computer program that visits sites and then follows their hyperlinks--adding each page it finds along the way. There are very few true spiders on the web right now as most of today's engines are satisfied just to search through results found in existing databases rather than designing software to go "out" on its own crawling the web
Links are what make the World Wide Web go round. Links are how we travel through the web pages of the World Wide Web. The indexing, or spidering, of links on a web page is like the indexing of pages that you submit directly to the search engines. In order for your link to provide link popularity back to your website, the page the link is on must appear in the search engine databases. The search engine robots must index the web page to be included into the search engine databases. If the web page is already in the search engine database, it is a matter of indexing the updated information on the web page and having that link show as a backlink in the search engine results.