You should not have too much external links on your website.
The links on the other websites are called external link.
Domain is either you or your company's ID in the Internet, when you apply to connect to Internet, they will give you protocol number. Every device connected to Internet has an IP number.
Each computer has to have an IP number to connect with other computers. Alexa rank is a scoring framework that measuring an activity and making characterization as per this movement those Alexa Toolbar clients are going to sites.
Your website address or its sub-links called deep link.
Those links are very important, because search engines and the users are reaching those links.